+451.3%
MTSI vs SSNC
+172.0%
+279.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +11.3% |
| 7D | -10.0% | -3.3% | -6.7% | -8.1% |
| 30D | -37.2% | -1.3% | -35.9% | -37.5% |
| 3M | -30.1% | -2.3% | -27.7% | -30.6% |
| 6M | -31.9% | +12.6% | -44.5% | -40.2% |
| YTD | +23.2% | -10.1% | +33.3% | +23.9% |
| 1Y | +26.4% | -6.6% | +33.0% | +23.6% |
| 3Y | +186.2% | +54.0% | +132.2% | +92.1% |
| 5Y | +187.0% | +7.0% | +180.1% | +148.4% |
| All | +451.3% | +172.0% | +279.3% | +176.2% |
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