+33.0%
MAS vs EQH
+100.4%
-67.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.8% |
| 7D | +1.0% | +5.4% | -4.5% | -1.1% |
| 30D | -8.1% | +1.0% | -9.1% | -8.6% |
| 3M | +3.3% | +26.7% | -23.4% | -6.3% |
| 6M | +12.4% | +34.4% | -21.9% | -0.9% |
| YTD | +13.3% | +11.5% | +1.8% | +7.2% |
| 1Y | -4.7% | +0.4% | -5.1% | -6.0% |
| 3Y | +33.0% | +96.5% | -63.6% | -5.1% |
| All | +33.0% | +100.4% | -67.4% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling