+72.2%
MSFU vs SSNC
+55.5%
+16.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | +0.5% |
| 7D | -3.2% | -1.8% | -1.4% | -1.8% |
| 30D | -3.1% | +1.9% | -5.0% | -4.4% |
| 3M | +35.3% | +18.4% | +16.9% | +19.0% |
| 6M | +31.6% | +7.0% | +24.6% | +24.8% |
| YTD | -9.5% | -6.9% | -2.6% | -5.3% |
| 1Y | -18.4% | -8.2% | -10.3% | -14.2% |
| 3Y | +26.9% | +50.5% | -23.6% | -9.6% |
| All | +72.2% | +55.5% | +16.8% | +15.3% |
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 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