-93.8%
MSTU vs SSNC
-8.1%
-85.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.0% |
| 7D | -16.6% | -4.0% | -12.6% | -13.1% |
| 30D | +69.7% | +0.5% | +69.2% | +71.8% |
| 3M | -7.5% | +18.9% | -26.4% | -19.3% |
| 6M | -43.1% | +10.8% | -53.9% | -46.3% |
| YTD | -63.0% | -7.1% | -55.9% | -58.9% |
| 1Y | -93.8% | -9.6% | -84.2% | -92.5% |
| All | -93.8% | -8.1% | -85.6% | -92.5% |
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 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