+254.1%
MP vs SSNC
+44.4%
+209.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.4% |
| 7D | -10.5% | -3.3% | -7.2% | -8.5% |
| 30D | -23.5% | -1.3% | -22.3% | -23.4% |
| 3M | -25.4% | -2.3% | -23.1% | -25.2% |
| 6M | -51.3% | +12.6% | -63.9% | -57.0% |
| YTD | -29.9% | -10.1% | -19.8% | -27.0% |
| 1Y | -31.8% | -6.6% | -25.3% | -31.3% |
| 3Y | +127.0% | +54.0% | +73.0% | +38.7% |
| 5Y | -3.3% | +7.0% | -10.2% | -18.2% |
| All | +254.1% | +44.4% | +209.7% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling