+57.4%
MAR vs SSNC
-3.9%
+61.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.7% | +2.3% |
| 7D | +7.7% | -1.1% | +8.9% | +7.9% |
| 30D | +19.4% | +0.6% | +18.8% | +19.3% |
| 3M | +23.3% | -1.5% | +24.8% | +23.6% |
| 6M | +22.8% | +15.8% | +7.0% | +19.3% |
| YTD | +37.8% | -8.0% | +45.7% | +39.9% |
| 1Y | +57.4% | -5.8% | +63.2% | +57.7% |
| All | +57.4% | -3.9% | +61.3% | +57.7% |
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