+120.4%
MSTR vs SSNC
+21.4%
+98.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.1% |
| 7D | +12.2% | +0.6% | +11.5% | +11.8% |
| 30D | +45.2% | +6.0% | +39.1% | +36.4% |
| 3M | +10.4% | +21.0% | -10.6% | -13.2% |
| 6M | -2.5% | +12.1% | -14.6% | -17.0% |
| YTD | -6.0% | -3.2% | -2.8% | -4.1% |
| 1Y | -56.4% | -4.4% | -52.0% | -55.4% |
| 3Y | +306.3% | +51.6% | +254.7% | +110.2% |
| All | +120.4% | +21.4% | +98.9% | +79.4% |
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