+346.1%
MS vs EQH
+252.0%
+94.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.2% |
| 7D | +5.1% | +6.5% | -1.5% | +0.9% |
| 30D | +5.7% | +6.1% | -0.4% | +1.8% |
| 3M | -12.2% | +6.2% | -18.4% | -15.7% |
| 6M | -0.5% | +38.1% | -38.6% | -19.8% |
| YTD | +9.8% | +20.2% | -10.3% | -4.1% |
| 1Y | +17.7% | +27.6% | -9.9% | -1.2% |
| 3Y | +176.8% | +128.8% | +48.0% | +56.0% |
| 5Y | +123.7% | +83.1% | +40.6% | +41.0% |
| All | +346.1% | +252.0% | +94.1% | +71.1% |
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 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