+119.7%
MAS vs EQH
+232.3%
-112.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | -0.8% | +5.5% | -6.2% | -3.0% |
| 30D | -5.6% | +3.2% | -8.8% | -7.1% |
| 3M | +4.4% | +32.5% | -28.1% | -7.9% |
| 6M | +7.2% | +33.7% | -26.5% | -6.4% |
| YTD | +16.1% | +13.4% | +2.7% | +8.3% |
| 1Y | +0.1% | +0.6% | -0.5% | -2.0% |
| 3Y | +28.3% | +95.1% | -66.8% | -8.1% |
| 5Y | +30.5% | +92.7% | -62.2% | -7.9% |
| All | +119.7% | +232.3% | -112.6% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling