+603.5%
MAS vs SSNC
+1,082.2%
-478.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -5.6% | +6.0% | -11.6% | -8.4% |
| 3M | +4.4% | +21.0% | -16.5% | -5.9% |
| 6M | +7.2% | +12.1% | -4.9% | 0.0% |
| YTD | +16.1% | -3.2% | +19.3% | +15.8% |
| 1Y | +0.1% | -4.4% | +4.5% | +0.3% |
| 3Y | +28.3% | +51.6% | -23.3% | +0.7% |
| 5Y | +30.5% | +21.1% | +9.4% | +14.0% |
| 10Y | +139.1% | +177.7% | -38.6% | +26.0% |
| All | +603.5% | +1,082.2% | -478.7% | +51.7% |
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