+153.1%
MAR vs SSNC
+14.9%
+138.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.1% | -6.7% | +4.7% | +1.5% |
| 30D | -5.7% | -0.8% | -4.8% | -5.4% |
| 3M | -14.6% | +16.1% | -30.7% | -21.9% |
| 6M | +1.3% | +7.9% | -6.6% | -3.8% |
| YTD | +6.7% | -8.7% | +15.4% | +10.9% |
| 1Y | +26.4% | -9.5% | +35.9% | +31.7% |
| 3Y | +64.7% | +47.7% | +17.1% | +25.3% |
| 5Y | +153.1% | +17.6% | +135.4% | +123.0% |
| All | +153.1% | +14.9% | +138.1% | +123.0% |
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