+966.8%
MOD vs SSNC
+177.4%
+789.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.6% | +9.7% |
| 7D | -13.9% | -4.5% | -9.4% | -11.3% |
| 30D | -41.5% | -3.9% | -37.7% | -40.4% |
| 3M | -45.7% | -1.3% | -44.4% | -45.8% |
| 6M | -61.1% | +14.1% | -75.3% | -65.6% |
| YTD | -20.5% | -9.9% | -10.6% | -19.3% |
| 1Y | -32.1% | -6.2% | -25.9% | -32.9% |
| 3Y | +146.5% | +56.1% | +90.4% | +72.0% |
| 5Y | +812.7% | +5.4% | +807.4% | +720.9% |
| 10Y | +966.8% | +172.3% | +794.5% | +562.3% |
| All | +966.8% | +177.4% | +789.4% | +562.3% |
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