+76.3%
MSFU vs SSNC
+61.6%
+14.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.3% |
| 7D | -5.7% | +0.6% | -6.3% | -6.1% |
| 30D | +4.2% | +6.0% | -1.9% | -0.1% |
| 3M | +27.9% | +21.0% | +6.9% | +10.7% |
| 6M | +37.1% | +12.1% | +25.0% | +25.6% |
| YTD | -7.4% | -3.2% | -4.1% | -5.8% |
| 1Y | -19.6% | -4.4% | -15.2% | -17.9% |
| 3Y | +33.2% | +51.6% | -18.4% | -5.3% |
| All | +76.3% | +61.6% | +14.7% | +14.7% |
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