-87.2%
MSTU vs SSNC
-3.9%
-83.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.6% | +12.0% | +11.7% |
| 7D | -4.8% | -1.1% | -3.7% | -4.1% |
| 30D | -29.6% | +0.6% | -30.2% | -31.3% |
| 3M | +69.4% | -1.5% | +70.9% | +71.4% |
| 6M | -62.2% | +15.8% | -78.1% | -66.9% |
| YTD | -61.1% | -8.0% | -53.1% | -57.1% |
| 1Y | -87.2% | -5.8% | -81.3% | -86.0% |
| All | -87.2% | -3.9% | -83.2% | -86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling