-6.3%
MOS vs SSNC
+184.6%
-191.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | +2.3% | -4.3% | -3.1% |
| 30D | +15.3% | -3.1% | +18.4% | +16.3% |
| 3M | +1.5% | -2.7% | +4.2% | +1.9% |
| 6M | -2.0% | +23.7% | -25.7% | -14.9% |
| YTD | -6.5% | -8.0% | +1.5% | -5.5% |
| 1Y | -11.1% | -4.7% | -6.4% | -12.0% |
| 3Y | -30.3% | +58.0% | -88.2% | -50.4% |
| 5Y | -33.5% | +8.0% | -41.5% | -41.7% |
| All | -6.3% | +184.6% | -191.0% | -47.0% |
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