-88.4%
MSTU vs SSNC
+7.3%
-95.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -6.0% |
| 7D | -22.0% | -6.7% | -15.3% | -13.7% |
| 30D | +60.3% | -0.8% | +61.1% | +65.4% |
| 3M | -3.7% | +16.1% | -19.8% | -22.4% |
| 6M | -45.2% | +7.9% | -53.1% | -51.1% |
| YTD | -64.3% | -8.7% | -55.6% | -57.1% |
| 1Y | -94.0% | -9.5% | -84.5% | -92.7% |
| All | -88.4% | +7.3% | -95.7% | -89.5% |
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