+2,324.3%
MNST vs SSNC
+1,082.2%
+1,242.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -6.5% | +0.6% | -7.1% | -6.7% |
| 30D | -7.2% | +6.0% | -13.3% | -8.9% |
| 3M | -1.0% | +21.0% | -22.0% | -7.0% |
| 6M | +11.5% | +12.1% | -0.6% | +6.9% |
| YTD | +14.3% | -3.2% | +17.5% | +14.2% |
| 1Y | +38.1% | -4.4% | +42.5% | +38.3% |
| 3Y | +55.0% | +51.6% | +3.4% | +32.1% |
| 5Y | +79.6% | +21.1% | +58.5% | +62.8% |
| 10Y | +241.8% | +177.7% | +64.1% | +135.2% |
| All | +2,324.3% | +1,082.2% | +1,242.1% | +975.3% |
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