+4,277.4%
MU vs SSNC
+174.0%
+4,103.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.8% |
| 7D | -15.2% | -2.5% | -12.7% | -13.8% |
| 30D | -29.5% | -2.7% | -26.8% | -28.8% |
| 3M | -15.8% | -0.8% | -14.9% | -16.3% |
| 6M | -2.9% | +15.5% | -18.4% | -15.7% |
| YTD | +154.2% | -8.8% | +163.1% | +155.1% |
| 1Y | +186.6% | -5.8% | +192.4% | +180.6% |
| 3Y | +871.5% | +55.7% | +815.8% | +561.5% |
| 5Y | +911.7% | +6.7% | +905.0% | +794.6% |
| 10Y | +4,277.4% | +184.0% | +4,093.3% | +2,074.7% |
| All | +4,277.4% | +174.0% | +4,103.4% | +2,074.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling