-42.9%
MOS vs SSNC
+1,082.2%
-1,125.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | +9.5% | +0.6% | +8.9% | +9.2% |
| 30D | +10.4% | +6.0% | +4.4% | +7.4% |
| 3M | +12.9% | +21.0% | -8.1% | +2.5% |
| 6M | +1.2% | +12.1% | -10.8% | -5.4% |
| YTD | +9.3% | -3.2% | +12.5% | +8.6% |
| 1Y | -18.0% | -4.4% | -13.6% | -18.2% |
| 3Y | -29.0% | +51.6% | -80.6% | -44.2% |
| 5Y | -9.6% | +21.1% | -30.7% | -22.1% |
| 10Y | +6.1% | +177.7% | -171.6% | -35.8% |
| All | -42.9% | +1,082.2% | -1,125.1% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling