+258.1%
MTZ vs SSNC
+54.4%
+203.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.7% |
| 7D | -6.4% | -3.3% | -3.1% | -5.6% |
| 30D | -22.1% | -1.3% | -20.8% | -22.1% |
| 3M | -32.7% | -2.3% | -30.4% | -32.7% |
| 6M | -59.8% | +12.6% | -72.5% | -61.9% |
| YTD | -19.9% | -10.1% | -9.8% | -13.3% |
| 1Y | -11.5% | -6.6% | -4.9% | -7.0% |
| 3Y | +258.1% | +54.0% | +204.1% | +137.7% |
| All | +258.1% | +54.4% | +203.6% | +137.7% |
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