+29.9%
MSFU vs SSNC
+57.8%
-27.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.4% |
| 7D | -5.7% | +0.6% | -6.3% | -6.0% |
| 30D | +4.2% | +6.0% | -1.9% | +0.2% |
| 3M | +27.9% | +21.0% | +6.9% | +11.9% |
| 6M | +37.1% | +12.1% | +25.0% | +26.1% |
| YTD | -7.4% | -3.2% | -4.1% | -6.8% |
| 1Y | -19.6% | -4.4% | -15.2% | -18.7% |
| All | +29.9% | +57.8% | -27.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling