+92.3%
MA vs SSNC
+6.8%
+85.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +2.3% | -3.3% | +5.6% | +4.1% |
| 30D | +14.7% | -1.3% | +15.9% | +15.1% |
| 3M | +13.5% | -2.3% | +15.8% | +14.5% |
| 6M | +33.1% | +12.6% | +20.5% | +23.5% |
| YTD | +15.1% | -10.1% | +25.2% | +20.3% |
| 1Y | +18.7% | -6.6% | +25.3% | +21.3% |
| 3Y | +72.1% | +54.0% | +18.1% | +27.2% |
| All | +92.3% | +6.8% | +85.5% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling