-34.4%
MOS vs EQH
+82.2%
-116.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -2.0% | +6.5% | -8.5% | -4.5% |
| 30D | +15.3% | +6.1% | +9.2% | +12.2% |
| 3M | +1.5% | +6.2% | -4.8% | -1.6% |
| 6M | -2.0% | +38.1% | -40.0% | -15.2% |
| YTD | -6.5% | +20.2% | -26.7% | -15.1% |
| 1Y | -11.1% | +27.6% | -38.6% | -21.5% |
| 3Y | -30.3% | +128.8% | -159.1% | -58.4% |
| All | -34.4% | +82.2% | -116.6% | -57.2% |
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