-30.1%
MTSI vs SSNC
-1.5%
-28.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +10.0% |
| 7D | -10.0% | -3.3% | -6.7% | -13.6% |
| 30D | -37.2% | -1.3% | -35.9% | -35.2% |
| 3M | -30.1% | -2.3% | -27.7% | -28.2% |
| All | -30.1% | -1.5% | -28.5% | -28.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling