-99.2%
MSTZ vs SSNC
+13.7%
-113.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +1.0% |
| 7D | -29.7% | +0.6% | -30.4% | -27.8% |
| 30D | -65.3% | +6.0% | -71.3% | -61.5% |
| 3M | -57.3% | +21.0% | -78.3% | -44.1% |
| 6M | -61.6% | +12.1% | -73.7% | -56.2% |
| YTD | -78.3% | -3.2% | -75.0% | -78.7% |
| 1Y | -30.2% | -4.4% | -25.9% | -33.6% |
| All | -99.2% | +13.7% | -113.0% | -98.7% |
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