+128.2%
MOD vs SSNC
+57.6%
+70.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.3% |
| 7D | -17.8% | -2.5% | -15.3% | -17.0% |
| 30D | -43.2% | -2.7% | -40.5% | -42.9% |
| 3M | -46.0% | -0.8% | -45.2% | -46.2% |
| 6M | -62.2% | +15.5% | -77.8% | -65.0% |
| YTD | -22.8% | -8.8% | -14.0% | -16.8% |
| 1Y | -35.5% | -5.8% | -29.7% | -32.5% |
| 3Y | +128.2% | +55.7% | +72.5% | +51.4% |
| All | +128.2% | +57.6% | +70.6% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling