-99.2%
MSTZ vs SSNC
+9.4%
-108.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +12.0% | +2.9% |
| 7D | -25.4% | -1.8% | -23.6% | -25.7% |
| 30D | -60.9% | +1.9% | -62.8% | -58.7% |
| 3M | -54.2% | +18.4% | -72.6% | -41.0% |
| 6M | -65.0% | +7.0% | -71.9% | -62.4% |
| YTD | -76.5% | -6.9% | -69.6% | -78.1% |
| 1Y | -23.4% | -8.2% | -15.2% | -30.8% |
| All | -99.2% | +9.4% | -108.5% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling