+265.1%
MU vs SSNC
-3.9%
+269.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.6% | -5.4% | -8.0% |
| 7D | -19.1% | -1.1% | -18.0% | -19.7% |
| 30D | -25.2% | +0.6% | -25.9% | -24.5% |
| 3M | -10.9% | -1.5% | -9.4% | -11.0% |
| 6M | +38.0% | +15.8% | +22.2% | +60.9% |
| YTD | +178.8% | -8.0% | +186.8% | +233.5% |
| 1Y | +265.1% | -5.8% | +271.0% | +331.6% |
| All | +265.1% | -3.9% | +269.1% | +331.6% |
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 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