-34.4%
MOS vs SSNC
+7.5%
-41.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | +2.3% | -4.3% | -2.7% |
| 30D | +15.3% | -3.1% | +18.4% | +15.8% |
| 3M | +1.5% | -2.7% | +4.2% | +1.6% |
| 6M | -2.0% | +23.7% | -25.7% | -11.3% |
| YTD | -6.5% | -8.0% | +1.5% | -4.3% |
| 1Y | -11.1% | -4.7% | -6.4% | -10.6% |
| 3Y | -30.3% | +58.0% | -88.2% | -47.6% |
| All | -34.4% | +7.5% | -41.9% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling