-23.4%
MSTZ vs SSNC
-8.1%
-15.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +12.0% | +4.6% |
| 7D | -25.4% | -1.8% | -23.6% | -25.6% |
| 30D | -60.9% | +1.9% | -62.8% | -59.6% |
| 3M | -54.2% | +18.4% | -72.6% | -46.0% |
| 6M | -65.0% | +7.0% | -71.9% | -63.9% |
| YTD | -76.5% | -6.9% | -69.6% | -76.3% |
| 1Y | -23.4% | -8.2% | -15.2% | -25.0% |
| All | -23.4% | -8.1% | -15.3% | -25.0% |
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 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