+481.0%
MSTR vs SSNC
+184.6%
+296.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | -13.4% | +2.3% | -15.7% | -14.8% |
| 30D | -22.1% | -3.1% | -19.0% | -20.7% |
| 3M | +15.0% | -2.7% | +17.7% | +17.0% |
| 6M | -37.3% | +23.7% | -61.0% | -47.2% |
| YTD | -26.5% | -8.0% | -18.5% | -23.6% |
| 1Y | -46.5% | -4.7% | -41.8% | -45.9% |
| 3Y | +121.1% | +58.0% | +63.1% | +57.7% |
| 5Y | +37.5% | +8.0% | +29.5% | +28.3% |
| All | +481.0% | +184.6% | +296.4% | +276.7% |
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 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