+739.9%
MTZ vs SSNC
+164.2%
+575.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +5.9% |
| 7D | +3.6% | -1.8% | +5.3% | +4.4% |
| 30D | -9.6% | +1.9% | -11.6% | -11.0% |
| 3M | -31.9% | +18.4% | -50.3% | -39.8% |
| 6M | -13.8% | +7.0% | -20.8% | -19.8% |
| YTD | +13.3% | -6.9% | +20.2% | +13.8% |
| 1Y | +39.3% | -8.2% | +47.4% | +40.7% |
| 3Y | +168.3% | +50.5% | +117.8% | +98.4% |
| 5Y | +166.4% | +17.4% | +149.0% | +124.8% |
| 10Y | +739.9% | +164.9% | +575.0% | +378.2% |
| All | +739.9% | +164.2% | +575.7% | +378.2% |
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