+2,186.6%
MSFT vs SSNC
+1,082.2%
+1,104.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +2.7% | +6.0% | -3.3% | +0.2% |
| 3M | +17.0% | +21.0% | -4.0% | +7.6% |
| 6M | +23.8% | +12.1% | +11.7% | +17.5% |
| YTD | +4.0% | -3.2% | +7.2% | +4.6% |
| 1Y | -0.8% | -4.4% | +3.5% | -0.1% |
| 3Y | +55.6% | +51.6% | +4.0% | +27.3% |
| 5Y | +72.9% | +21.1% | +51.8% | +54.3% |
| 10Y | +875.8% | +177.7% | +698.1% | +536.3% |
| All | +2,186.6% | +1,082.2% | +1,104.4% | +841.5% |
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