+35.7%
MSFU vs SSNC
+54.1%
-18.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.2% | +5.3% |
| 7D | +14.6% | -4.5% | +19.1% | +17.9% |
| 30D | +2.1% | -3.9% | +6.0% | +3.6% |
| 3M | +14.7% | -1.3% | +16.0% | +14.3% |
| 6M | +55.7% | +14.1% | +41.5% | +39.7% |
| YTD | +7.1% | -9.9% | +17.0% | +11.8% |
| 1Y | -0.5% | -6.2% | +5.7% | +1.1% |
| 3Y | +35.7% | +56.1% | -20.3% | +14.8% |
| All | +35.7% | +54.1% | -18.3% | +14.8% |
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 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