-28.3%
MOS vs SSNC
+52.6%
-80.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | +10.4% | +6.0% | +4.4% | +8.7% |
| 3M | +12.9% | +21.0% | -8.1% | +7.1% |
| 6M | +1.2% | +12.1% | -10.8% | -1.6% |
| YTD | +9.3% | -3.2% | +12.5% | +12.8% |
| 1Y | -18.0% | -4.4% | -13.6% | -14.9% |
| All | -28.3% | +52.6% | -80.9% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling