+2,021.7%
MSI vs SSNC
+1,082.2%
+939.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | +6.8% | +6.0% | +0.8% | +4.7% |
| 3M | +14.3% | +21.0% | -6.7% | +6.9% |
| 6M | -1.6% | +12.1% | -13.7% | -5.7% |
| YTD | +22.8% | -3.2% | +26.0% | +22.9% |
| 1Y | -1.1% | -4.4% | +3.3% | -0.8% |
| 3Y | +70.5% | +51.6% | +18.9% | +44.3% |
| 5Y | +102.8% | +21.1% | +81.7% | +83.4% |
| 10Y | +597.4% | +177.7% | +419.7% | +380.8% |
| All | +2,021.7% | +1,082.2% | +939.5% | +853.3% |
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 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