+1,535.8%
MOD vs SSNC
+175.8%
+1,360.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.0% |
| 7D | +9.6% | +0.6% | +8.9% | +9.1% |
| 30D | 0.0% | +6.0% | -6.0% | -3.8% |
| 3M | -35.4% | +21.0% | -56.3% | -44.2% |
| 6M | -7.3% | +12.1% | -19.4% | -16.8% |
| YTD | +45.8% | -3.2% | +49.0% | +42.6% |
| 1Y | +43.1% | -4.4% | +47.5% | +41.0% |
| 3Y | +297.7% | +51.6% | +246.1% | +187.0% |
| 5Y | +1,478.8% | +21.1% | +1,457.7% | +1,207.0% |
| All | +1,535.8% | +175.8% | +1,360.0% | +833.6% |
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