+597.6%
MSI vs SSNC
+169.0%
+428.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -1.8% | -6.7% | +5.0% | +0.9% |
| 30D | -0.6% | -0.8% | +0.2% | -0.4% |
| 3M | +13.0% | +16.1% | -3.0% | +6.2% |
| 6M | +0.5% | +7.9% | -7.4% | -3.0% |
| YTD | +21.7% | -8.7% | +30.4% | +24.7% |
| 1Y | -2.6% | -9.5% | +6.9% | -0.1% |
| 3Y | +69.7% | +47.7% | +22.0% | +39.8% |
| 5Y | +102.8% | +17.6% | +85.1% | +81.5% |
| All | +597.6% | +169.0% | +428.7% | +387.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling