+12.6%
MOS vs SSNC
+164.2%
-151.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.5% | +4.7% |
| 7D | +7.1% | -1.8% | +8.8% | +7.9% |
| 30D | +15.0% | +1.9% | +13.1% | +13.6% |
| 3M | +24.1% | +18.4% | +5.7% | +11.9% |
| 6M | +2.7% | +7.0% | -4.2% | -2.8% |
| YTD | +12.2% | -6.9% | +19.1% | +13.7% |
| 1Y | -16.3% | -8.2% | -8.1% | -14.6% |
| 3Y | -23.3% | +50.5% | -73.8% | -43.2% |
| 5Y | -4.2% | +17.4% | -21.6% | -19.5% |
| 10Y | +12.6% | +164.9% | -152.4% | -34.1% |
| All | +12.6% | +164.2% | -151.7% | -34.1% |
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