+193.4%
MAGS vs SSNC
+49.3%
+144.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +0.6% | -4.0% | +4.7% | +2.0% |
| 30D | +3.2% | +0.5% | +2.7% | +3.0% |
| 3M | +7.7% | +18.9% | -11.3% | +1.0% |
| 6M | +12.5% | +10.8% | +1.6% | +8.1% |
| YTD | +6.0% | -7.1% | +13.1% | +9.2% |
| 1Y | +14.4% | -9.6% | +24.0% | +19.2% |
| 3Y | +127.5% | +51.1% | +76.5% | +98.3% |
| All | +193.4% | +49.3% | +144.1% | +153.9% |
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 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