+67.9%
MSFT vs SSNC
+6.8%
+61.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.8% |
| 7D | +2.3% | -2.5% | +4.9% | +3.5% |
| 30D | -0.4% | -2.7% | +2.4% | +0.4% |
| 3M | +5.6% | -0.8% | +6.4% | +5.2% |
| 6M | +29.0% | +15.5% | +13.4% | +18.6% |
| YTD | +10.9% | -8.8% | +19.8% | +14.3% |
| 1Y | +6.2% | -5.8% | +12.0% | +7.5% |
| 3Y | +47.6% | +55.7% | -8.1% | +8.0% |
| 5Y | +67.9% | +6.7% | +61.3% | +59.8% |
| All | +67.9% | +6.8% | +61.1% | +59.8% |
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