+824.2%
MS vs SSNC
+1,013.9%
-189.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.4% |
| 7D | +0.8% | -2.5% | +3.3% | +2.2% |
| 30D | -0.7% | -2.7% | +2.0% | +0.5% |
| 3M | -12.4% | -0.8% | -11.5% | -12.5% |
| 6M | -1.7% | +15.5% | -17.2% | -11.1% |
| YTD | +8.0% | -8.8% | +16.9% | +11.0% |
| 1Y | +16.2% | -5.8% | +22.0% | +17.1% |
| 3Y | +171.3% | +55.7% | +115.6% | +104.9% |
| 5Y | +124.8% | +6.7% | +118.1% | +107.5% |
| 10Y | +553.7% | +184.0% | +369.6% | +239.7% |
| All | +824.2% | +1,013.9% | -189.8% | +117.7% |
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