-88.0%
MSTU vs SSNC
+9.1%
-97.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +1.2% |
| 7D | -16.6% | -4.0% | -12.6% | -11.3% |
| 30D | +69.7% | +0.5% | +69.2% | +71.8% |
| 3M | -7.5% | +18.9% | -26.4% | -27.9% |
| 6M | -43.1% | +10.8% | -53.9% | -51.3% |
| YTD | -63.0% | -7.1% | -55.9% | -56.6% |
| 1Y | -93.8% | -9.6% | -84.2% | -92.3% |
| All | -88.0% | +9.1% | -97.1% | -89.4% |
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