+57.4%
MAR vs EQH
+18.6%
+38.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | +7.7% | +2.8% | +4.9% | +7.1% |
| 30D | +19.4% | +3.9% | +15.5% | +18.3% |
| 3M | +23.3% | +16.3% | +7.0% | +18.9% |
| 6M | +22.8% | +37.1% | -14.3% | +13.8% |
| YTD | +37.8% | +20.2% | +17.5% | +28.4% |
| 1Y | +57.4% | +17.9% | +39.4% | +47.2% |
| All | +57.4% | +18.6% | +38.7% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling