+67.5%
MAS vs SSNC
+58.1%
+9.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.3% | +6.4% |
| 7D | +14.2% | -1.1% | +15.3% | +14.7% |
| 30D | +26.8% | +0.6% | +26.2% | +26.4% |
| 3M | +13.1% | -1.5% | +14.6% | +13.7% |
| 6M | +27.9% | +15.8% | +12.1% | +19.2% |
| YTD | +38.7% | -8.0% | +46.6% | +45.2% |
| 1Y | +40.4% | -5.8% | +46.2% | +44.7% |
| All | +67.5% | +58.1% | +9.3% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling