+114.4%
MTUM vs SSNC
+49.3%
+65.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +0.7% | -4.0% | +4.8% | +1.6% |
| 30D | -2.4% | +0.5% | -3.0% | -2.7% |
| 3M | -3.6% | +18.9% | -22.6% | -8.1% |
| 6M | +23.7% | +10.8% | +12.8% | +20.8% |
| YTD | +22.9% | -7.1% | +30.1% | +29.1% |
| 1Y | +21.8% | -9.6% | +31.4% | +29.5% |
| 3Y | +114.4% | +51.1% | +63.4% | +87.6% |
| All | +114.4% | +49.3% | +65.2% | +87.6% |
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