+149.4%
MAR vs EQH
+102.2%
+47.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -0.5% | +0.7% | -1.3% | -0.9% |
| 30D | -5.4% | +2.8% | -8.3% | -6.8% |
| 3M | -15.5% | +23.1% | -38.6% | -24.0% |
| 6M | +3.0% | +41.4% | -38.4% | -14.1% |
| YTD | +8.5% | +14.3% | -5.7% | 0.0% |
| 1Y | +26.0% | +1.6% | +24.4% | +22.6% |
| 3Y | +68.6% | +102.7% | -34.1% | +10.0% |
| All | +149.4% | +102.2% | +47.2% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling