-7.5%
MSCI vs SSNC
+21.4%
-28.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | +0.4% | +0.6% | -0.2% | 0.0% |
| 30D | +0.6% | +6.0% | -5.5% | -3.4% |
| 3M | -7.1% | +21.0% | -28.0% | -18.8% |
| 6M | +0.8% | +12.1% | -11.3% | -7.4% |
| YTD | +1.0% | -3.2% | +4.2% | +2.5% |
| 1Y | +4.3% | -4.4% | +8.7% | +6.5% |
| 3Y | +9.9% | +51.6% | -41.7% | -23.1% |
| All | -7.5% | +21.4% | -28.9% | -22.3% |
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 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