-50.2%
MOS vs SSNC
+998.3%
-1,048.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +21.6% | -3.3% | +24.9% | +23.3% |
| 30D | +12.0% | -1.3% | +13.2% | +11.8% |
| 3M | -3.9% | -2.3% | -1.6% | -3.8% |
| 6M | -3.3% | +12.6% | -16.0% | -10.4% |
| YTD | -4.6% | -10.1% | +5.5% | -2.9% |
| 1Y | -7.0% | -6.6% | -0.4% | -7.1% |
| 3Y | -24.4% | +54.0% | -78.4% | -41.6% |
| 5Y | -32.1% | +7.0% | -39.1% | -38.5% |
| 10Y | +10.3% | +176.7% | -166.4% | -33.2% |
| All | -50.2% | +998.3% | -1,048.4% | -83.5% |
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