+7,071.8%
MU vs SSNC
+1,013.9%
+6,057.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.8% |
| 7D | -15.2% | -2.5% | -12.7% | -13.8% |
| 30D | -29.5% | -2.7% | -26.8% | -28.8% |
| 3M | -15.8% | -0.8% | -14.9% | -16.2% |
| 6M | -2.9% | +15.5% | -18.4% | -15.1% |
| YTD | +154.2% | -8.8% | +163.1% | +153.3% |
| 1Y | +186.6% | -5.8% | +192.4% | +179.5% |
| 3Y | +871.5% | +55.7% | +815.8% | +587.2% |
| 5Y | +911.7% | +6.7% | +905.0% | +804.0% |
| 10Y | +4,277.4% | +184.0% | +4,093.3% | +2,063.8% |
| All | +7,071.8% | +1,013.9% | +6,057.9% | +1,488.0% |
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 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