-0.9%
MSFT vs SSNC
-9.4%
+8.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -1.0% | -3.9% | +2.8% | +0.4% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | +22.1% | +15.9% | +6.2% | +15.4% |
| 6M | +20.6% | +7.5% | +13.1% | +15.9% |
| YTD | +2.3% | -8.2% | +10.5% | +1.0% |
| All | -0.9% | -9.4% | +8.5% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling