+6,724.5%
MU vs SSNC
+998.3%
+5,726.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | -22.0% | -3.3% | -18.7% | -20.4% |
| 30D | -36.6% | -1.3% | -35.3% | -36.5% |
| 3M | -21.7% | -2.3% | -19.4% | -21.5% |
| 6M | +3.5% | +12.6% | -9.1% | -8.3% |
| YTD | +141.9% | -10.1% | +152.0% | +143.0% |
| 1Y | +189.8% | -6.6% | +196.4% | +183.9% |
| 3Y | +855.4% | +54.0% | +801.4% | +579.9% |
| 5Y | +869.2% | +7.0% | +862.2% | +764.2% |
| 10Y | +4,142.8% | +176.7% | +3,966.1% | +2,027.7% |
| All | +6,724.5% | +998.3% | +5,726.3% | +1,423.2% |
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 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