+800.9%
MO vs SSNC
+1,037.0%
-236.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.3% |
| 7D | -2.0% | -1.8% | -0.2% | -1.7% |
| 30D | -0.3% | +1.9% | -2.2% | -0.6% |
| 3M | -2.9% | +18.4% | -21.3% | -6.1% |
| 6M | +5.8% | +7.0% | -1.2% | +4.0% |
| YTD | +22.0% | -6.9% | +28.9% | +22.9% |
| 1Y | +10.7% | -8.2% | +18.8% | +11.6% |
| 3Y | +94.4% | +50.5% | +43.8% | +75.7% |
| 5Y | +97.2% | +17.4% | +79.8% | +85.1% |
| 10Y | +103.0% | +164.9% | -62.0% | +60.8% |
| All | +800.9% | +1,037.0% | -236.1% | +470.2% |
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 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