+196.3%
MTSI vs SSNC
+58.0%
+138.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.6% |
| 7D | +10.0% | +2.3% | +7.7% | +9.8% |
| 30D | -20.3% | -3.1% | -17.2% | -20.5% |
| 3M | -24.4% | -2.7% | -21.7% | -24.7% |
| 6M | -39.2% | +23.7% | -62.9% | -43.4% |
| YTD | +35.5% | -8.0% | +43.5% | +45.3% |
| 1Y | +43.0% | -4.7% | +47.7% | +49.7% |
| 3Y | +196.3% | +58.0% | +138.3% | +111.7% |
| All | +196.3% | +58.0% | +138.3% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling