-3.0%
MOS vs EQH
+252.0%
-255.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -2.0% | +6.5% | -8.5% | -5.5% |
| 30D | +15.3% | +6.1% | +9.2% | +11.0% |
| 3M | +1.5% | +6.2% | -4.8% | -2.9% |
| 6M | -2.0% | +38.1% | -40.0% | -19.9% |
| YTD | -6.5% | +20.2% | -26.7% | -18.9% |
| 1Y | -11.1% | +27.6% | -38.6% | -25.7% |
| 3Y | -30.3% | +128.8% | -159.1% | -62.9% |
| 5Y | -33.5% | +83.1% | -116.7% | -60.5% |
| All | -3.0% | +252.0% | -255.0% | -62.7% |
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 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