-1.6%
MA vs SSNC
-8.0%
+6.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.1% |
| 7D | -1.8% | -1.8% | 0.0% | -1.1% |
| 30D | +1.4% | +1.9% | -0.5% | +0.7% |
| 3M | +17.7% | +18.4% | -0.6% | +10.4% |
| 6M | +9.7% | +7.0% | +2.7% | +6.0% |
| YTD | +0.5% | -6.9% | +7.4% | +1.6% |
| All | -1.6% | -8.0% | +6.4% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling