+199.0%
MGY vs EQH
+234.7%
-35.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.6% |
| 7D | +3.5% | +0.7% | +2.8% | +3.1% |
| 30D | +5.3% | +2.8% | +2.4% | +3.1% |
| 3M | +2.6% | +23.1% | -20.4% | -10.3% |
| 6M | -3.3% | +41.4% | -44.7% | -23.8% |
| YTD | +29.2% | +14.3% | +15.0% | +14.4% |
| 1Y | +18.0% | +1.6% | +16.4% | +11.6% |
| 3Y | +30.0% | +102.7% | -72.7% | -23.3% |
| 5Y | +92.7% | +104.5% | -11.9% | +8.9% |
| All | +199.0% | +234.7% | -35.7% | +28.9% |
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