-9.6%
MOS vs SSNC
+21.4%
-31.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +9.5% | +0.6% | +8.9% | +9.2% |
| 30D | +10.4% | +6.0% | +4.4% | +7.9% |
| 3M | +12.9% | +21.0% | -8.1% | +4.4% |
| 6M | +1.2% | +12.1% | -10.8% | -3.7% |
| YTD | +9.3% | -3.2% | +12.5% | +10.7% |
| 1Y | -18.0% | -4.4% | -13.6% | -16.5% |
| 3Y | -29.0% | +51.6% | -80.6% | -44.7% |
| All | -9.6% | +21.4% | -31.0% | -26.1% |
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 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