-24.0%
MKTX vs SSNC
+49.3%
-73.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -0.2% | -4.0% | +3.8% | +0.6% |
| 30D | +0.7% | +0.5% | +0.2% | +0.6% |
| 3M | +40.8% | +18.9% | +21.9% | +35.0% |
| 6M | -8.0% | +10.8% | -18.8% | -10.6% |
| YTD | -8.7% | -7.1% | -1.6% | -8.2% |
| 1Y | -11.8% | -9.6% | -2.2% | -10.8% |
| 3Y | -24.0% | +51.1% | -75.1% | -37.2% |
| All | -24.0% | +49.3% | -73.3% | -37.2% |
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