+794.2%
MS vs SSNC
+164.2%
+630.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.5% |
| 7D | +2.5% | -1.8% | +4.2% | +3.5% |
| 30D | 0.0% | +1.9% | -1.9% | -1.2% |
| 3M | +2.4% | +18.4% | -15.9% | -8.3% |
| 6M | +36.4% | +7.0% | +29.4% | +29.1% |
| YTD | +23.8% | -6.9% | +30.7% | +26.6% |
| 1Y | +48.6% | -8.2% | +56.8% | +52.8% |
| 3Y | +179.1% | +50.5% | +128.6% | +113.5% |
| 5Y | +144.8% | +17.4% | +127.4% | +113.3% |
| 10Y | +794.2% | +164.9% | +629.3% | +448.1% |
| All | +794.2% | +164.2% | +630.0% | +448.1% |
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 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