+222.1%
MAS vs SSNC
+174.1%
+47.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.9% | -2.7% |
| 7D | +4.6% | -2.8% | +7.4% | +6.0% |
| 30D | +19.9% | +0.4% | +19.5% | +19.5% |
| 3M | +8.9% | -0.7% | +9.6% | +9.0% |
| 6M | +20.2% | +13.9% | +6.3% | +11.7% |
| YTD | +33.9% | -9.4% | +43.3% | +38.1% |
| 1Y | +34.7% | -7.4% | +42.0% | +37.2% |
| 3Y | +60.4% | +55.7% | +4.7% | +24.9% |
| 5Y | +43.5% | +7.8% | +35.7% | +31.8% |
| All | +222.1% | +174.1% | +47.9% | +95.5% |
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