-85.6%
MSTU vs SSNC
+13.7%
-99.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -1.5% |
| 7D | +21.3% | +0.6% | +20.7% | +21.3% |
| 30D | +90.8% | +6.0% | +84.8% | +78.4% |
| 3M | -6.8% | +21.0% | -27.7% | -29.8% |
| 6M | -39.8% | +12.1% | -51.9% | -49.1% |
| YTD | -55.7% | -3.2% | -52.5% | -51.1% |
| 1Y | -92.7% | -4.4% | -88.3% | -91.8% |
| All | -85.6% | +13.7% | -99.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling