+10.3%
MUB vs SSNC
+56.6%
-46.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +0.6% | -2.5% | +3.2% | +0.7% |
| 30D | +3.4% | -2.7% | +6.2% | +3.5% |
| 3M | -0.7% | -0.8% | +0.1% | -0.7% |
| 6M | -1.0% | +15.5% | -16.5% | -1.4% |
| YTD | 0.0% | -8.8% | +8.8% | +0.2% |
| 1Y | +0.4% | -5.8% | +6.2% | +0.5% |
| All | +10.3% | +56.6% | -46.3% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling