+844.0%
MOD vs SSNC
+1,021.7%
-177.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +16.1% | +1.4% | +14.7% | +15.1% |
| 30D | -38.5% | -2.6% | -35.9% | -37.8% |
| 3M | -46.8% | -0.6% | -46.2% | -47.1% |
| 6M | -61.6% | +19.9% | -81.5% | -66.9% |
| YTD | -20.5% | -8.2% | -12.3% | -20.7% |
| 1Y | -28.0% | -5.5% | -22.5% | -29.3% |
| 3Y | +134.9% | +56.8% | +78.2% | +68.0% |
| 5Y | +833.2% | +7.8% | +825.4% | +738.0% |
| 10Y | +834.8% | +183.3% | +651.5% | +362.6% |
| All | +844.0% | +1,021.7% | -177.8% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling