+110.9%
MO vs SSNC
+173.6%
-62.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +0.1% | -4.0% | +4.2% | +1.0% |
| 30D | +7.1% | +0.5% | +6.6% | +7.0% |
| 3M | -2.0% | +18.9% | -20.9% | -5.7% |
| 6M | +7.3% | +10.8% | -3.5% | +4.5% |
| YTD | +23.5% | -7.1% | +30.6% | +24.7% |
| 1Y | +11.0% | -9.6% | +20.6% | +12.6% |
| 3Y | +95.0% | +51.1% | +43.9% | +72.2% |
| 5Y | +100.6% | +19.7% | +81.0% | +84.8% |
| All | +110.9% | +173.6% | -62.7% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling