-1.6%
MOS vs SSNC
+174.0%
-175.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.3% |
| 7D | +24.8% | -2.5% | +27.4% | +26.3% |
| 30D | +22.7% | -2.7% | +25.4% | +23.4% |
| 3M | -1.2% | -0.8% | -0.4% | -2.0% |
| 6M | +5.5% | +15.5% | -10.0% | -4.9% |
| YTD | -2.0% | -8.8% | +6.9% | -0.5% |
| 1Y | -7.9% | -5.8% | -2.1% | -8.3% |
| 3Y | -25.0% | +55.7% | -80.7% | -46.2% |
| 5Y | -27.7% | +6.7% | -34.4% | -36.2% |
| 10Y | -1.6% | +184.0% | -185.6% | -43.6% |
| All | -1.6% | +174.0% | -175.6% | -43.6% |
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