+1,781.0%
MTZ vs SSNC
+1,082.2%
+698.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.7% |
| 7D | -1.6% | +0.6% | -2.2% | -2.0% |
| 30D | -11.1% | +6.0% | -17.1% | -14.1% |
| 3M | -36.7% | +21.0% | -57.7% | -44.3% |
| 6M | -21.9% | +12.1% | -34.0% | -29.1% |
| YTD | +9.1% | -3.2% | +12.4% | +7.0% |
| 1Y | +30.0% | -4.4% | +34.3% | +27.9% |
| 3Y | +138.5% | +51.6% | +86.8% | +80.1% |
| 5Y | +158.3% | +21.1% | +137.3% | +118.1% |
| 10Y | +700.8% | +177.7% | +523.1% | +316.3% |
| All | +1,781.0% | +1,082.2% | +698.8% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling