+1,015.5%
MOD vs EQH
+232.3%
+783.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +5.0% |
| 7D | +9.6% | +5.5% | +4.1% | +5.4% |
| 30D | 0.0% | +3.2% | -3.2% | -2.7% |
| 3M | -35.4% | +32.5% | -67.9% | -47.8% |
| 6M | -7.3% | +33.7% | -41.0% | -26.5% |
| YTD | +45.8% | +13.4% | +32.4% | +29.2% |
| 1Y | +43.1% | +0.6% | +42.6% | +37.3% |
| 3Y | +297.7% | +95.1% | +202.5% | +145.4% |
| 5Y | +1,478.8% | +92.7% | +1,386.1% | +860.7% |
| All | +1,015.5% | +232.3% | +783.2% | +408.9% |
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