+74.8%
MTZ vs SSNC
+6.8%
+68.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.9% |
| 7D | -6.4% | -3.3% | -3.1% | -4.9% |
| 30D | -22.1% | -1.3% | -20.8% | -22.0% |
| 3M | -32.7% | -2.3% | -30.4% | -32.6% |
| 6M | -59.8% | +12.6% | -72.5% | -63.3% |
| YTD | -19.9% | -10.1% | -9.8% | -16.4% |
| 1Y | -11.5% | -6.6% | -4.9% | -10.2% |
| 3Y | +258.1% | +54.0% | +204.1% | +154.2% |
| All | +74.8% | +6.8% | +68.0% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling