-30.2%
MSTZ vs SSNC
-3.0%
-27.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +1.5% |
| 7D | -29.7% | +0.6% | -30.4% | -28.4% |
| 30D | -65.3% | +6.0% | -71.3% | -62.9% |
| 3M | -57.3% | +21.0% | -78.3% | -49.1% |
| 6M | -61.6% | +12.1% | -73.7% | -58.7% |
| YTD | -78.3% | -3.2% | -75.0% | -77.4% |
| 1Y | -30.2% | -4.4% | -25.9% | -29.6% |
| All | -30.2% | -3.0% | -27.3% | -29.6% |
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