+2,724.2%
MA vs SSNC
+1,000.8%
+1,723.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.3% | -4.5% | +4.1% | +1.9% |
| 30D | +11.3% | -3.9% | +15.2% | +13.3% |
| 3M | +16.7% | -1.3% | +18.0% | +17.1% |
| 6M | +32.8% | +14.1% | +18.6% | +23.3% |
| YTD | +15.6% | -9.9% | +25.5% | +19.9% |
| 1Y | +19.6% | -6.2% | +25.8% | +21.5% |
| 3Y | +72.1% | +56.1% | +16.0% | +34.0% |
| 5Y | +96.0% | +5.4% | +90.7% | +83.8% |
| 10Y | +554.8% | +172.3% | +382.5% | +303.4% |
| All | +2,724.2% | +1,000.8% | +1,723.4% | +874.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling