+1,208.8%
MTSI vs SSNC
+785.5%
+423.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +4.1% |
| 7D | +1.4% | +0.6% | +0.7% | +1.0% |
| 30D | +2.1% | +6.0% | -4.0% | -1.5% |
| 3M | -29.7% | +21.0% | -50.7% | -38.5% |
| 6M | +12.5% | +12.1% | +0.4% | +1.7% |
| YTD | +57.0% | -3.2% | +60.3% | +53.5% |
| 1Y | +103.9% | -4.4% | +108.3% | +99.8% |
| 3Y | +223.6% | +51.6% | +172.0% | +136.9% |
| 5Y | +321.6% | +21.1% | +300.5% | +252.5% |
| 10Y | +517.7% | +177.7% | +340.0% | +237.0% |
| All | +1,208.8% | +785.5% | +423.2% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling