+1,567.2%
MKSI vs SSNC
+1,034.4%
+532.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.1% |
| 7D | +2.7% | -4.0% | +6.7% | +5.1% |
| 30D | -12.8% | +0.5% | -13.3% | -13.5% |
| 3M | -22.5% | +18.9% | -41.4% | -32.4% |
| 6M | +19.4% | +10.8% | +8.6% | +7.6% |
| YTD | +67.7% | -7.1% | +74.9% | +67.3% |
| 1Y | +131.4% | -9.6% | +141.0% | +133.7% |
| 3Y | +197.3% | +51.1% | +146.3% | +121.6% |
| 5Y | +87.0% | +19.7% | +67.3% | +61.8% |
| 10Y | +522.1% | +172.3% | +349.8% | +253.3% |
| All | +1,567.2% | +1,034.4% | +532.8% | +367.8% |
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 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