-49.2%
MOS vs SSNC
+1,000.8%
-1,050.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +19.7% | -4.5% | +24.1% | +22.0% |
| 30D | +21.5% | -3.9% | +25.4% | +22.9% |
| 3M | -0.4% | -1.3% | +0.9% | -0.8% |
| 6M | +4.5% | +14.1% | -9.6% | -3.7% |
| YTD | -2.9% | -9.9% | +7.0% | -1.3% |
| 1Y | -7.7% | -6.2% | -1.5% | -8.0% |
| 3Y | -25.6% | +56.1% | -81.7% | -42.9% |
| 5Y | -31.2% | +5.4% | -36.5% | -37.2% |
| 10Y | +2.8% | +172.3% | -169.5% | -37.4% |
| All | -49.2% | +1,000.8% | -1,050.0% | -83.2% |
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