+39.3%
MTZ vs SSNC
-8.1%
+47.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +2.4% |
| 7D | +3.6% | -1.8% | +5.3% | +3.0% |
| 30D | -9.6% | +1.9% | -11.6% | -9.0% |
| 3M | -31.9% | +18.4% | -50.3% | -27.2% |
| 6M | -13.8% | +7.0% | -20.8% | -6.3% |
| YTD | +13.3% | -6.9% | +20.2% | +25.8% |
| 1Y | +39.3% | -8.2% | +47.4% | +60.3% |
| All | +39.3% | -8.1% | +47.4% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling