+554.5%
MSTR vs SSNC
+177.4%
+377.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | -4.0% | -4.5% | +0.5% | -0.8% |
| 30D | -18.6% | -3.9% | -14.8% | -16.7% |
| 3M | +25.6% | -1.3% | +26.9% | +26.6% |
| 6M | -33.1% | +14.1% | -47.2% | -40.2% |
| YTD | -17.3% | -9.9% | -7.5% | -12.7% |
| 1Y | -48.1% | -6.2% | -41.9% | -46.9% |
| 3Y | +154.2% | +56.1% | +98.1% | +83.1% |
| 5Y | +46.2% | +5.4% | +40.8% | +38.7% |
| 10Y | +554.5% | +172.3% | +382.2% | +334.6% |
| All | +554.5% | +177.4% | +377.1% | +334.6% |
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