+605.8%
MSCI vs SSNC
+164.2%
+441.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | +0.1% | -1.4% |
| 7D | -2.1% | -1.8% | -0.3% | -1.0% |
| 30D | -1.7% | +1.9% | -3.6% | -2.8% |
| 3M | -8.2% | +18.4% | -26.6% | -17.6% |
| 6M | -2.4% | +7.0% | -9.4% | -6.9% |
| YTD | -2.8% | -6.9% | +4.1% | +0.6% |
| 1Y | -2.7% | -8.2% | +5.5% | +1.4% |
| 3Y | +7.3% | +50.5% | -43.2% | -18.9% |
| 5Y | -11.4% | +17.4% | -28.8% | -22.4% |
| 10Y | +605.8% | +164.9% | +440.9% | +320.0% |
| All | +605.8% | +164.2% | +441.6% | +320.0% |
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