-7.3%
MOD vs SSNC
+12.6%
-19.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +3.5% |
| 7D | +9.6% | +0.6% | +8.9% | +10.0% |
| 30D | 0.0% | +6.0% | -6.0% | +4.4% |
| 3M | -35.4% | +21.0% | -56.3% | -23.6% |
| 6M | -7.3% | +12.1% | -19.4% | +1.4% |
| All | -7.3% | +12.6% | -19.9% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling