-4.2%
MOS vs EQH
+92.7%
-96.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.4% | +3.4% |
| 7D | +7.1% | +5.4% | +1.6% | +4.6% |
| 30D | +15.0% | +1.0% | +14.0% | +14.2% |
| 3M | +24.1% | +26.7% | -2.7% | +11.7% |
| 6M | +2.7% | +34.4% | -31.6% | -10.9% |
| YTD | +12.2% | +11.5% | +0.7% | +5.4% |
| 1Y | -16.3% | +0.4% | -16.7% | -17.7% |
| 3Y | -23.3% | +96.5% | -119.8% | -51.0% |
| 5Y | -4.2% | +93.4% | -97.5% | -42.5% |
| All | -4.2% | +92.7% | -96.9% | -42.5% |
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