+122.0%
MS vs SSNC
+7.9%
+114.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +3.7% | +1.4% | +2.3% | +2.9% |
| 30D | +2.0% | -2.6% | +4.6% | +3.1% |
| 3M | -12.6% | -0.6% | -12.0% | -12.8% |
| 6M | -0.3% | +19.9% | -20.2% | -12.4% |
| YTD | +9.0% | -8.2% | +17.2% | +13.0% |
| 1Y | +13.9% | -5.5% | +19.4% | +15.7% |
| 3Y | +173.6% | +56.8% | +116.8% | +95.5% |
| 5Y | +122.0% | +7.8% | +114.2% | +100.9% |
| All | +122.0% | +7.9% | +114.1% | +100.9% |
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