+677.4%
MSTR vs SSNC
+162.7%
+514.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.8% |
| 7D | +7.7% | -3.9% | +11.6% | +11.1% |
| 30D | +36.3% | -0.2% | +36.5% | +37.1% |
| 3M | +13.4% | +15.9% | -2.5% | +1.4% |
| 6M | -4.5% | +7.5% | -12.0% | -10.6% |
| YTD | -12.7% | -8.2% | -4.5% | -8.5% |
| 1Y | -59.6% | -9.3% | -50.3% | -57.5% |
| 3Y | +272.5% | +48.5% | +224.0% | +180.3% |
| 5Y | +107.1% | +16.0% | +91.1% | +88.8% |
| 10Y | +677.4% | +169.2% | +508.2% | +423.1% |
| All | +677.4% | +162.7% | +514.7% | +423.1% |
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