+94.5%
MO vs SSNC
+46.7%
+47.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | -1.0% | -6.7% | +5.7% | -0.5% |
| 30D | +5.8% | -0.8% | +6.6% | +5.9% |
| 3M | -4.5% | +16.1% | -20.6% | -5.5% |
| 6M | +5.7% | +7.9% | -2.2% | +5.2% |
| YTD | +23.1% | -8.7% | +31.8% | +24.6% |
| 1Y | +10.9% | -9.5% | +20.4% | +12.3% |
| All | +94.5% | +46.7% | +47.7% | +70.2% |
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