+677.4%
MOD vs EQH
+252.0%
+425.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.8% | +27.0% | +27.3% |
| 7D | +40.4% | +6.5% | +33.9% | +34.8% |
| 30D | -14.0% | +6.1% | -20.1% | -17.5% |
| 3M | -33.3% | +6.2% | -39.6% | -36.4% |
| 6M | -51.4% | +38.1% | -89.5% | -61.9% |
| YTD | +1.6% | +20.2% | -18.6% | -13.6% |
| 1Y | +5.4% | +27.6% | -22.2% | -14.0% |
| 3Y | +191.0% | +128.8% | +62.2% | +61.4% |
| 5Y | +1,093.1% | +83.1% | +1,010.0% | +650.3% |
| All | +677.4% | +252.0% | +425.4% | +240.4% |
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 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