+153.3%
MP vs SSNC
+52.6%
+100.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +13.8% | +6.0% | +7.8% | +11.2% |
| 3M | -16.7% | +21.0% | -37.7% | -23.4% |
| 6M | -11.5% | +12.1% | -23.6% | -15.1% |
| YTD | +7.9% | -3.2% | +11.2% | +13.2% |
| 1Y | -15.0% | -4.4% | -10.7% | -10.4% |
| All | +153.3% | +52.6% | +100.7% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling