+477.8%
MTSI vs SSNC
+174.0%
+303.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.2% |
| 7D | -3.8% | -2.5% | -1.3% | -2.2% |
| 30D | -31.4% | -2.7% | -28.7% | -31.0% |
| 3M | -23.8% | -0.8% | -22.9% | -25.0% |
| 6M | -37.1% | +15.5% | -52.6% | -45.6% |
| YTD | +32.2% | -8.8% | +41.0% | +31.9% |
| 1Y | +26.9% | -5.8% | +32.7% | +23.7% |
| 3Y | +193.7% | +55.7% | +138.1% | +96.0% |
| 5Y | +218.0% | +6.7% | +211.4% | +176.2% |
| 10Y | +477.8% | +184.0% | +293.7% | +178.5% |
| All | +477.8% | +174.0% | +303.8% | +178.5% |
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 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