-32.6%
MOD vs EQH
+18.6%
-51.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.6% | -23.0% | -21.9% |
| 7D | -31.3% | +2.8% | -34.1% | -32.0% |
| 30D | -46.1% | +3.9% | -50.0% | -46.9% |
| 3M | -51.1% | +16.3% | -67.4% | -53.8% |
| 6M | -62.1% | +37.1% | -99.2% | -66.6% |
| YTD | -26.2% | +20.2% | -46.4% | -31.2% |
| 1Y | -32.6% | +17.9% | -50.5% | -36.6% |
| All | -32.6% | +18.6% | -51.2% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling