+740.1%
MAS vs SSNC
+1,024.5%
-284.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.3% | +6.5% |
| 7D | +14.2% | -1.1% | +15.3% | +14.8% |
| 30D | +26.8% | +0.6% | +26.2% | +26.2% |
| 3M | +13.1% | -1.5% | +14.6% | +13.7% |
| 6M | +27.9% | +15.8% | +12.1% | +17.5% |
| YTD | +38.7% | -8.0% | +46.6% | +41.6% |
| 1Y | +40.4% | -5.8% | +46.2% | +41.6% |
| 3Y | +66.1% | +58.2% | +7.9% | +27.3% |
| 5Y | +47.4% | +9.5% | +37.9% | +35.3% |
| 10Y | +238.3% | +183.3% | +55.0% | +76.1% |
| All | +740.1% | +1,024.5% | -284.4% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling