+1,569.7%
MOD vs EQH
+92.7%
+1,477.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | +0.1% |
| 7D | +6.3% | +5.4% | +0.9% | +2.2% |
| 30D | -1.7% | +1.0% | -2.7% | -2.9% |
| 3M | -30.1% | +26.7% | -56.9% | -42.4% |
| 6M | +2.7% | +34.4% | -31.7% | -20.4% |
| YTD | +44.1% | +11.5% | +32.6% | +28.5% |
| 1Y | +38.7% | +0.4% | +38.3% | +33.5% |
| 3Y | +309.8% | +96.5% | +213.3% | +143.2% |
| 5Y | +1,569.7% | +93.4% | +1,476.4% | +822.7% |
| All | +1,569.7% | +92.7% | +1,477.0% | +822.7% |
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