+143.2%
MS vs EQH
+93.8%
+49.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.7% | +1.1% | +0.6% | +1.0% |
| 30D | 0.0% | -1.1% | +1.1% | +0.4% |
| 3M | +3.0% | +25.0% | -22.0% | -10.8% |
| 6M | +35.7% | +33.9% | +1.8% | +11.6% |
| YTD | +23.3% | +11.6% | +11.7% | +13.5% |
| 1Y | +44.7% | +1.5% | +43.2% | +40.4% |
| 3Y | +178.0% | +96.7% | +81.3% | +76.0% |
| 5Y | +143.2% | +93.9% | +49.3% | +47.7% |
| All | +143.2% | +93.8% | +49.4% | +47.7% |
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 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