+661.2%
MU vs SSNC
-9.3%
+670.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +2.0% |
| 7D | +7.5% | -3.9% | +11.4% | +5.2% |
| 30D | +19.4% | -0.2% | +19.5% | +19.5% |
| 3M | +9.8% | +15.9% | -6.1% | +24.1% |
| 6M | +164.1% | +7.5% | +156.7% | +202.8% |
| YTD | +260.3% | -8.2% | +268.5% | +321.7% |
| 1Y | +661.2% | -9.3% | +670.5% | +870.2% |
| All | +661.2% | -9.3% | +670.5% | +870.2% |
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