+1,334.1%
MTZ vs SSNC
+1,013.9%
+320.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -5.0% |
| 7D | -8.7% | -2.5% | -6.2% | -7.3% |
| 30D | -15.0% | -2.7% | -12.2% | -14.1% |
| 3M | -32.6% | -0.8% | -31.8% | -32.9% |
| 6M | -56.3% | +15.5% | -71.9% | -61.1% |
| YTD | -16.8% | -8.8% | -8.0% | -16.4% |
| 1Y | -10.0% | -5.8% | -4.2% | -11.3% |
| 3Y | +267.1% | +55.7% | +211.4% | +169.5% |
| 5Y | +89.9% | +6.7% | +83.2% | +70.8% |
| 10Y | +442.2% | +184.0% | +258.2% | +177.6% |
| All | +1,334.1% | +1,013.9% | +320.2% | +231.4% |
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