+2,339.7%
MSFT vs SSNC
+1,013.9%
+1,325.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.7% |
| 7D | +2.3% | -2.5% | +4.9% | +3.4% |
| 30D | -0.4% | -2.7% | +2.4% | +0.4% |
| 3M | +5.6% | -0.8% | +6.4% | +5.4% |
| 6M | +29.0% | +15.5% | +13.4% | +20.4% |
| YTD | +10.9% | -8.8% | +19.8% | +13.8% |
| 1Y | +6.2% | -5.8% | +12.0% | +7.4% |
| 3Y | +47.6% | +55.7% | -8.1% | +18.9% |
| 5Y | +67.9% | +6.7% | +61.3% | +57.0% |
| 10Y | +922.9% | +184.0% | +738.8% | +564.6% |
| All | +2,339.7% | +1,013.9% | +1,325.8% | +924.8% |
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 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