-86.8%
MSTU vs SSNC
+9.4%
-96.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.8% | -4.8% | -3.3% |
| 7D | +16.1% | -1.8% | +17.9% | +20.5% |
| 30D | +68.7% | +1.9% | +66.7% | +67.3% |
| 3M | -11.0% | +18.4% | -29.4% | -30.5% |
| 6M | -33.4% | +7.0% | -40.3% | -39.4% |
| YTD | -59.5% | -6.9% | -52.6% | -52.7% |
| 1Y | -93.4% | -8.2% | -85.2% | -92.1% |
| All | -86.8% | +9.4% | -96.2% | -88.4% |
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 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