+1,137.9%
MKTX vs SSNC
+1,015.4%
+122.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.2% | -6.7% | +6.6% | +2.3% |
| 30D | +0.8% | -0.8% | +1.6% | +1.0% |
| 3M | +41.1% | +16.1% | +25.1% | +33.0% |
| 6M | -9.5% | +7.9% | -17.5% | -12.7% |
| YTD | -8.7% | -8.7% | 0.0% | -6.6% |
| 1Y | -10.0% | -9.5% | -0.5% | -7.9% |
| 3Y | -24.6% | +47.7% | -72.3% | -37.2% |
| 5Y | -60.3% | +17.6% | -77.9% | -64.3% |
| 10Y | +5.0% | +167.7% | -162.7% | -35.9% |
| All | +1,137.9% | +1,015.4% | +122.5% | +297.7% |
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