+71.4%
MSFT vs SSNC
+18.8%
+52.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | +0.7% |
| 7D | -1.4% | -1.8% | +0.4% | -0.6% |
| 30D | -1.0% | +1.9% | -2.9% | -2.0% |
| 3M | +20.2% | +18.4% | +1.8% | +10.0% |
| 6M | +21.3% | +7.0% | +14.3% | +16.5% |
| YTD | +2.8% | -6.9% | +9.7% | +5.6% |
| 1Y | 0.0% | -8.2% | +8.1% | +3.1% |
| 3Y | +51.2% | +50.5% | +0.7% | +14.2% |
| 5Y | +71.4% | +17.4% | +54.0% | +53.9% |
| All | +71.4% | +18.8% | +52.7% | +53.9% |
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 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