+906.4%
MOD vs SSNC
+172.0%
+734.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.2% |
| 7D | -25.5% | -3.3% | -22.2% | -23.8% |
| 30D | -49.0% | -1.3% | -47.7% | -48.9% |
| 3M | -49.8% | -2.3% | -47.5% | -49.6% |
| 6M | -64.8% | +12.6% | -77.4% | -68.6% |
| YTD | -27.6% | -10.1% | -17.5% | -26.5% |
| 1Y | -35.2% | -6.6% | -28.6% | -35.8% |
| 3Y | +137.1% | +54.0% | +83.2% | +67.0% |
| 5Y | +760.3% | +7.0% | +753.3% | +666.0% |
| All | +906.4% | +172.0% | +734.3% | +528.9% |
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