+513.2%
MA vs SSNC
+162.7%
+350.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | -3.5% | -3.9% | +0.4% | -1.3% |
| 30D | +0.8% | -0.2% | +0.9% | +0.8% |
| 3M | +14.8% | +15.9% | -1.1% | +4.5% |
| 6M | +10.0% | +7.5% | +2.5% | +4.4% |
| YTD | -0.1% | -8.2% | +8.1% | +3.4% |
| 1Y | -2.2% | -9.3% | +7.1% | +1.8% |
| 3Y | +39.3% | +48.5% | -9.2% | +5.6% |
| 5Y | +66.3% | +16.0% | +50.3% | +45.0% |
| 10Y | +513.2% | +169.2% | +344.1% | +259.8% |
| All | +513.2% | +162.7% | +350.6% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling