+243.8%
MET vs SSNC
+173.6%
+70.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.6% |
| 7D | -0.5% | -4.0% | +3.5% | +1.7% |
| 30D | +0.5% | +0.5% | 0.0% | +0.1% |
| 3M | +11.6% | +18.9% | -7.3% | +0.9% |
| 6M | +40.8% | +10.8% | +30.0% | +31.7% |
| YTD | +25.7% | -7.1% | +32.8% | +29.0% |
| 1Y | +24.4% | -9.6% | +34.0% | +29.5% |
| 3Y | +67.5% | +51.1% | +16.4% | +31.1% |
| 5Y | +85.8% | +19.7% | +66.2% | +61.6% |
| All | +243.8% | +173.6% | +70.2% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling