+43.1%
MOD vs SSNC
-3.0%
+46.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +3.9% |
| 7D | +9.6% | +0.6% | +8.9% | +9.8% |
| 30D | 0.0% | +6.0% | -6.0% | +2.1% |
| 3M | -35.4% | +21.0% | -56.3% | -30.0% |
| 6M | -7.3% | +12.1% | -19.4% | +1.1% |
| YTD | +45.8% | -3.2% | +49.0% | +62.1% |
| 1Y | +43.1% | -4.4% | +47.5% | +52.5% |
| All | +43.1% | -3.0% | +46.1% | +52.5% |
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