+130.7%
EQT vs MSCI
+2,648.6%
-2,518.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.2% |
| 7D | -0.8% | -2.1% | +1.2% | -0.2% |
| 30D | +6.6% | -1.7% | +8.4% | +7.2% |
| 3M | +4.4% | -8.2% | +12.6% | +6.7% |
| 6M | -10.5% | -2.4% | -8.1% | -10.8% |
| YTD | +3.7% | -2.8% | +6.6% | +3.1% |
| 1Y | +9.9% | -2.7% | +12.5% | +8.6% |
| 3Y | +35.4% | +7.3% | +28.0% | +26.4% |
| 5Y | +189.2% | -11.4% | +200.6% | +179.0% |
| 10Y | +50.7% | +605.8% | -555.1% | -39.7% |
| All | +130.7% | +2,648.6% | -2,518.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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