+11.4%
MOS vs EQH
+230.1%
-218.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.6% |
| 7D | -0.4% | -1.8% | +1.4% | +0.6% |
| 30D | +10.0% | +2.4% | +7.5% | +7.9% |
| 3M | +28.2% | +26.3% | +1.9% | +11.3% |
| 6M | -3.1% | +35.8% | -38.9% | -20.7% |
| YTD | +7.4% | +12.7% | -5.3% | -2.8% |
| 1Y | -21.8% | +2.5% | -24.3% | -25.5% |
| 3Y | -26.6% | +98.6% | -125.2% | -57.3% |
| 5Y | -10.1% | +101.7% | -111.8% | -50.1% |
| All | +11.4% | +230.1% | -218.6% | -55.3% |
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