+847.8%
MU vs SSNC
+6.8%
+841.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.4% |
| 7D | -22.0% | -3.3% | -18.7% | -20.8% |
| 30D | -36.6% | -1.3% | -35.3% | -36.6% |
| 3M | -21.7% | -2.3% | -19.4% | -21.7% |
| 6M | +3.5% | +12.6% | -9.1% | -6.4% |
| YTD | +141.9% | -10.1% | +152.0% | +153.4% |
| 1Y | +189.8% | -6.6% | +196.4% | +194.3% |
| 3Y | +855.4% | +54.0% | +801.4% | +542.9% |
| All | +847.8% | +6.8% | +841.0% | +843.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling