+927.3%
MOD vs EQH
+230.1%
+697.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.3% |
| 7D | -3.9% | -1.8% | -2.2% | -2.8% |
| 30D | -9.6% | +2.4% | -12.0% | -11.4% |
| 3M | -30.6% | +26.3% | -56.9% | -42.0% |
| 6M | -10.9% | +35.8% | -46.7% | -30.3% |
| YTD | +34.3% | +12.7% | +21.6% | +19.5% |
| 1Y | +18.3% | +2.5% | +15.9% | +11.9% |
| 3Y | +281.9% | +98.6% | +183.3% | +132.8% |
| 5Y | +1,486.4% | +101.7% | +1,384.7% | +835.9% |
| All | +927.3% | +230.1% | +697.2% | +370.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling