+100.0%
MSI vs SSNC
+15.9%
+84.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -4.0% | -3.9% | -0.1% | -2.6% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | +11.4% | +15.9% | -4.5% | +5.2% |
| 6M | +1.0% | +7.5% | -6.5% | -2.1% |
| YTD | +20.7% | -8.2% | +28.9% | +23.8% |
| 1Y | -2.7% | -9.3% | +6.7% | +0.2% |
| 3Y | +68.2% | +48.5% | +19.7% | +35.6% |
| 5Y | +100.0% | +16.0% | +83.9% | +87.5% |
| All | +100.0% | +15.9% | +84.0% | +87.5% |
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