+197.3%
MKSI vs EQH
+100.2%
+97.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.2% |
| 7D | +2.7% | +0.7% | +2.0% | +2.2% |
| 30D | -12.8% | +2.8% | -15.6% | -14.6% |
| 3M | -22.5% | +23.1% | -45.6% | -33.5% |
| 6M | +19.4% | +41.4% | -22.0% | -8.6% |
| YTD | +67.7% | +14.3% | +53.5% | +49.3% |
| 1Y | +131.4% | +1.6% | +129.8% | +125.3% |
| 3Y | +197.3% | +102.7% | +94.6% | +79.2% |
| All | +197.3% | +100.2% | +97.1% | +79.2% |
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