+61.7%
MAS vs SSNC
+55.6%
+6.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.9% | -2.7% |
| 7D | +4.6% | -2.8% | +7.4% | +5.9% |
| 30D | +19.9% | +0.4% | +19.5% | +19.6% |
| 3M | +8.9% | -0.7% | +9.6% | +9.1% |
| 6M | +20.2% | +13.9% | +6.3% | +12.8% |
| YTD | +33.9% | -9.4% | +43.3% | +41.2% |
| 1Y | +34.7% | -7.4% | +42.0% | +39.9% |
| All | +61.7% | +55.6% | +6.1% | +14.6% |
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