+149.4%
MAS vs EQH
+230.4%
-81.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | +2.4% | -2.2% | +4.6% | +3.3% |
| 30D | +19.8% | -1.1% | +20.9% | +20.4% |
| 3M | +9.8% | +0.9% | +8.9% | +9.0% |
| 6M | +15.8% | +22.1% | -6.3% | +5.4% |
| YTD | +31.8% | +12.8% | +19.0% | +23.1% |
| 1Y | +35.4% | +20.5% | +14.9% | +22.8% |
| 3Y | +59.2% | +113.2% | -54.0% | +9.8% |
| 5Y | +41.2% | +69.9% | -28.7% | +5.0% |
| All | +149.4% | +230.4% | -81.0% | +23.4% |
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