+595.4%
MTUM vs SSNC
+516.6%
+78.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +1.2% | -6.7% | +8.0% | +3.8% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | -0.5% | +16.1% | -16.5% | -7.1% |
| 6M | +22.3% | +7.9% | +14.4% | +17.0% |
| YTD | +21.4% | -8.7% | +30.1% | +23.5% |
| 1Y | +20.0% | -9.5% | +29.5% | +22.3% |
| 3Y | +113.0% | +47.7% | +65.3% | +76.9% |
| 5Y | +77.3% | +17.6% | +59.6% | +59.6% |
| 10Y | +350.5% | +167.7% | +182.7% | +197.9% |
| All | +595.4% | +516.6% | +78.8% | +281.5% |
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