+56.2%
MUB vs SSNC
+1,023.5%
-967.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -1.3% | +2.3% | -3.6% | -1.3% |
| 30D | +2.2% | -3.1% | +5.3% | +2.2% |
| 3M | -1.6% | -2.7% | +1.1% | -1.6% |
| 6M | -1.3% | +23.7% | -25.0% | -1.7% |
| YTD | -0.7% | -8.0% | +7.4% | -0.6% |
| 1Y | -0.2% | -4.7% | +4.5% | -0.2% |
| 3Y | +9.6% | +58.0% | -48.4% | +8.6% |
| 5Y | +2.6% | +8.0% | -5.4% | +2.0% |
| 10Y | +21.5% | +183.8% | -162.3% | +20.3% |
| All | +56.2% | +1,023.5% | -967.4% | +58.0% |
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