+398.0%
MTZ vs SSNC
+184.6%
+213.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +5.0% | +2.3% | +2.7% | +3.7% |
| 30D | -6.0% | -3.1% | -2.9% | -4.8% |
| 3M | -36.1% | -2.7% | -33.4% | -35.8% |
| 6M | -56.9% | +23.7% | -80.6% | -63.3% |
| YTD | -15.9% | -8.0% | -7.9% | -15.4% |
| 1Y | -3.8% | -4.7% | +0.9% | -5.5% |
| 3Y | +272.3% | +58.0% | +214.3% | +163.6% |
| 5Y | +91.1% | +8.0% | +83.1% | +68.7% |
| All | +398.0% | +184.6% | +213.4% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling