+4,407.5%
MU vs SSNC
+184.6%
+4,222.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +12.8% | +2.3% | +10.5% | +11.4% |
| 30D | -14.9% | -3.1% | -11.7% | -13.7% |
| 3M | -18.0% | -2.7% | -15.3% | -17.6% |
| 6M | -3.1% | +23.7% | -26.8% | -19.3% |
| YTD | +172.9% | -8.0% | +180.9% | +172.6% |
| 1Y | +228.8% | -4.7% | +233.5% | +219.9% |
| 3Y | +950.8% | +58.0% | +892.9% | +609.5% |
| 5Y | +931.3% | +8.0% | +923.3% | +805.8% |
| All | +4,407.5% | +184.6% | +4,222.9% | +2,171.6% |
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 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