-87.5%
MSTU vs SSNC
+7.9%
-95.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.1% | -3.5% |
| 7D | +12.9% | -3.9% | +16.8% | +20.8% |
| 30D | +68.3% | -0.2% | +68.5% | +72.1% |
| 3M | +0.4% | +15.9% | -15.6% | -18.9% |
| 6M | -41.5% | +7.5% | -49.0% | -47.4% |
| YTD | -61.7% | -8.2% | -53.5% | -54.3% |
| 1Y | -93.7% | -9.3% | -84.3% | -92.3% |
| All | -87.5% | +7.9% | -95.4% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling