-5.1%
MSCI vs EQH
+2.4%
-7.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.5% |
| 7D | -4.7% | -1.8% | -3.0% | -4.3% |
| 30D | -2.2% | +2.4% | -4.6% | -2.7% |
| 3M | -9.7% | +26.3% | -36.0% | -14.9% |
| 6M | +0.3% | +35.8% | -35.6% | -8.1% |
| YTD | -3.5% | +12.7% | -16.2% | -6.1% |
| All | -5.1% | +2.4% | -7.6% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling