+99.8%
MNST vs EQH
+82.2%
+17.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.8% |
| 7D | +1.6% | +6.5% | -4.9% | +0.3% |
| 30D | +5.1% | +6.1% | -1.0% | +3.7% |
| 3M | -0.5% | +6.2% | -6.7% | -1.8% |
| 6M | +8.1% | +38.1% | -29.9% | +0.9% |
| YTD | +21.2% | +20.2% | +1.0% | +15.7% |
| 1Y | +30.7% | +27.6% | +3.1% | +23.0% |
| 3Y | +67.3% | +128.8% | -61.5% | +27.7% |
| All | +99.8% | +82.2% | +17.6% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling