+9,953.1%
MU vs SSNC
+1,082.2%
+8,870.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.8% |
| 7D | +9.0% | +0.6% | +8.3% | +8.5% |
| 30D | +13.8% | +6.0% | +7.8% | +9.8% |
| 3M | +2.1% | +21.0% | -18.9% | -11.8% |
| 6M | +153.8% | +12.1% | +141.7% | +127.0% |
| YTD | +256.4% | -3.2% | +259.6% | +246.2% |
| 1Y | +719.8% | -4.4% | +724.1% | +698.7% |
| 3Y | +1,360.4% | +51.6% | +1,308.7% | +960.2% |
| 5Y | +1,312.4% | +21.1% | +1,291.3% | +1,079.0% |
| 10Y | +6,142.6% | +177.7% | +5,964.9% | +3,039.0% |
| All | +9,953.1% | +1,082.2% | +8,870.9% | +2,069.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling