-33.5%
MOD vs SSNC
-6.2%
-27.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.6% | +10.0% |
| 7D | -13.9% | -4.5% | -9.4% | -15.6% |
| 30D | -41.5% | -3.9% | -37.7% | -42.2% |
| 3M | -45.7% | -1.3% | -44.4% | -45.7% |
| 6M | -61.1% | +14.1% | -75.3% | -57.7% |
| YTD | -20.5% | -9.9% | -10.6% | -14.5% |
| All | -33.5% | -6.2% | -27.4% | -32.7% |
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