-32.6%
MOD vs SSNC
-3.9%
-28.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.6% | -19.8% | -22.0% |
| 7D | -31.3% | -1.1% | -30.2% | -31.7% |
| 30D | -46.1% | +0.6% | -46.7% | -45.7% |
| 3M | -51.1% | -1.5% | -49.7% | -51.2% |
| 6M | -62.1% | +15.8% | -77.9% | -58.5% |
| YTD | -26.2% | -8.0% | -18.2% | -19.5% |
| 1Y | -32.6% | -5.8% | -26.7% | -28.8% |
| All | -32.6% | -3.9% | -28.6% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling