+1,019.2%
MTSI vs SSNC
+724.6%
+294.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.9% |
| 7D | +3.5% | -4.5% | +8.0% | +6.2% |
| 30D | -30.3% | -3.9% | -26.4% | -29.5% |
| 3M | -26.0% | -1.3% | -24.7% | -26.8% |
| 6M | -36.1% | +14.1% | -50.2% | -43.5% |
| YTD | +34.3% | -9.9% | +44.2% | +34.5% |
| 1Y | +35.3% | -6.2% | +41.5% | +32.2% |
| 3Y | +217.6% | +56.1% | +161.6% | +124.3% |
| 5Y | +210.1% | +5.4% | +204.7% | +176.8% |
| 10Y | +471.4% | +172.3% | +299.1% | +212.8% |
| All | +1,019.2% | +724.6% | +294.7% | +314.8% |
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