-55.5%
MSTZ vs SSNC
-5.1%
-50.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.4% | +8.7% |
| 7D | +21.1% | -2.5% | +23.7% | +18.4% |
| 30D | +40.1% | -2.7% | +42.8% | +38.3% |
| 3M | -66.1% | -0.8% | -65.2% | -65.2% |
| 6M | -20.7% | +15.5% | -36.2% | -8.8% |
| YTD | -78.6% | -8.8% | -69.8% | -77.8% |
| 1Y | -55.5% | -5.8% | -49.7% | -55.5% |
| All | -55.5% | -5.1% | -50.4% | -55.5% |
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