-19.3%
MP vs SSNC
+7.9%
-27.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +11.0% | +1.4% | +9.6% | +10.1% |
| 30D | -11.7% | -2.6% | -9.1% | -10.8% |
| 3M | -30.8% | -0.6% | -30.2% | -31.3% |
| 6M | -42.9% | +19.9% | -62.8% | -51.4% |
| YTD | -25.9% | -8.2% | -17.7% | -23.3% |
| 1Y | -37.3% | -5.5% | -31.7% | -36.7% |
| 3Y | +150.7% | +56.8% | +93.9% | +50.4% |
| 5Y | -19.3% | +7.8% | -27.1% | -30.8% |
| All | -19.3% | +7.9% | -27.1% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling