+128.1%
MO vs EQH
+234.7%
-106.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +7.1% | +2.8% | +4.3% | +6.5% |
| 3M | -2.0% | +23.1% | -25.0% | -6.2% |
| 6M | +7.3% | +41.4% | -34.1% | -0.8% |
| YTD | +23.5% | +14.3% | +9.2% | +19.0% |
| 1Y | +11.0% | +1.6% | +9.4% | +9.5% |
| 3Y | +95.0% | +102.7% | -7.7% | +56.6% |
| 5Y | +100.6% | +104.5% | -3.9% | +55.9% |
| All | +128.1% | +234.7% | -106.6% | +44.4% |
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