+2,425.0%
MNST vs SSNC
+1,000.8%
+1,424.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -5.0% | -4.5% | -0.5% | -3.6% |
| 30D | +4.6% | -3.9% | +8.5% | +5.8% |
| 3M | +1.0% | -1.3% | +2.4% | +1.4% |
| 6M | +5.8% | +14.1% | -8.4% | +1.0% |
| YTD | +19.1% | -9.9% | +29.0% | +21.5% |
| 1Y | +30.9% | -6.2% | +37.1% | +31.8% |
| 3Y | +65.7% | +56.1% | +9.7% | +39.7% |
| 5Y | +99.0% | +5.4% | +93.6% | +88.3% |
| 10Y | +313.1% | +172.3% | +140.8% | +186.5% |
| All | +2,425.0% | +1,000.8% | +1,424.2% | +1,044.1% |
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