+267.3%
MP vs SSNC
+47.6%
+219.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.2% |
| 7D | +2.3% | -0.2% | +2.4% | +2.4% |
| 30D | -15.3% | -1.9% | -13.4% | -14.8% |
| 3M | -33.5% | -0.2% | -33.4% | -34.2% |
| 6M | -45.5% | +19.4% | -64.9% | -53.9% |
| YTD | -27.3% | -8.1% | -19.2% | -25.4% |
| 1Y | -40.7% | -5.3% | -35.4% | -40.7% |
| 3Y | +145.9% | +56.9% | +88.9% | +48.4% |
| 5Y | -13.9% | +8.0% | -21.9% | -27.6% |
| All | +267.3% | +47.6% | +219.7% | +150.3% |
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 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