+966.3%
MS vs SSNC
+1,082.2%
-115.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | +1.4% | +0.6% | +0.7% | +1.0% |
| 30D | -0.3% | +6.0% | -6.3% | -3.5% |
| 3M | +0.3% | +21.0% | -20.7% | -11.0% |
| 6M | +31.3% | +12.1% | +19.2% | +21.3% |
| YTD | +24.7% | -3.2% | +27.9% | +24.5% |
| 1Y | +47.9% | -4.4% | +52.3% | +48.3% |
| 3Y | +178.3% | +51.6% | +126.7% | +114.7% |
| 5Y | +144.9% | +21.1% | +123.8% | +111.7% |
| 10Y | +804.5% | +177.7% | +626.9% | +376.3% |
| All | +966.3% | +1,082.2% | -115.9% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling