+0.8%
MUB vs SSNC
+14.9%
-14.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.2% | -6.7% | +5.5% | -1.0% |
| 30D | -2.8% | -0.8% | -2.0% | -2.7% |
| 3M | -3.1% | +16.1% | -19.1% | -3.5% |
| 6M | -2.9% | +7.9% | -10.8% | -3.2% |
| YTD | -2.0% | -8.7% | +6.7% | -1.8% |
| 1Y | 0.0% | -9.5% | +9.5% | +0.2% |
| 3Y | +7.4% | +47.7% | -40.3% | +5.5% |
| 5Y | +0.8% | +17.6% | -16.9% | -0.9% |
| All | +0.8% | +14.9% | -14.1% | -0.9% |
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 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