+208.9%
MA vs EQH
+234.7%
-25.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | +1.7% | +2.8% | -1.1% | +0.4% |
| 3M | +17.2% | +23.1% | -5.9% | +6.7% |
| 6M | +13.3% | +41.4% | -28.1% | -3.6% |
| YTD | +0.2% | +14.3% | -14.1% | -6.9% |
| 1Y | -2.7% | +1.6% | -4.3% | -5.3% |
| 3Y | +39.1% | +102.7% | -63.7% | -4.9% |
| 5Y | +68.8% | +104.5% | -35.8% | +11.8% |
| All | +208.9% | +234.7% | -25.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling