+104.2%
MTB vs SSNC
+19.2%
+85.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | 0.0% | -4.0% | +4.0% | +2.2% |
| 30D | -4.8% | +0.5% | -5.3% | -5.2% |
| 3M | +6.0% | +18.9% | -13.0% | -4.6% |
| 6M | +19.6% | +10.8% | +8.8% | +11.7% |
| YTD | +21.5% | -7.1% | +28.6% | +25.4% |
| 1Y | +24.7% | -9.6% | +34.3% | +30.7% |
| 3Y | +108.6% | +51.1% | +57.5% | +55.8% |
| All | +104.2% | +19.2% | +85.0% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling