+147.8%
MRSH vs EQH
+234.7%
-86.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -6.3% | +2.8% | -9.2% | -7.2% |
| 3M | +5.8% | +23.1% | -17.3% | -0.7% |
| 6M | +2.8% | +41.4% | -38.6% | -7.8% |
| YTD | -3.1% | +14.3% | -17.4% | -7.9% |
| 1Y | -11.3% | +1.6% | -12.9% | -12.9% |
| 3Y | -5.0% | +102.7% | -107.7% | -27.3% |
| 5Y | +19.2% | +104.5% | -85.4% | -11.3% |
| All | +147.8% | +234.7% | -86.9% | +40.1% |
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