+39.4%
MAS vs SSNC
-5.1%
+44.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +3.0% | +2.3% | +0.7% | +2.5% |
| 30D | +22.4% | -3.1% | +25.5% | +23.4% |
| 3M | +14.5% | -2.7% | +17.2% | +15.3% |
| 6M | +27.1% | +23.7% | +3.4% | +24.7% |
| YTD | +35.8% | -8.0% | +43.8% | +37.5% |
| 1Y | +39.4% | -4.7% | +44.1% | +37.2% |
| All | +39.4% | -5.1% | +44.5% | +37.2% |
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