+1,719.9%
MSCI vs SSNC
+1,082.2%
+637.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | +0.6% | +6.0% | -5.5% | -2.5% |
| 3M | -7.1% | +21.0% | -28.0% | -16.3% |
| 6M | +0.8% | +12.1% | -11.3% | -5.6% |
| YTD | +1.0% | -3.2% | +4.2% | +2.0% |
| 1Y | +4.3% | -4.4% | +8.7% | +5.8% |
| 3Y | +9.9% | +51.6% | -41.7% | -13.5% |
| 5Y | -6.8% | +21.1% | -27.8% | -17.5% |
| 10Y | +614.7% | +177.7% | +437.0% | +318.6% |
| All | +1,719.9% | +1,082.2% | +637.7% | +408.9% |
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 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