+293.0%
MSCI vs EQH
+232.3%
+60.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +0.4% | +5.5% | -5.1% | -1.7% |
| 30D | +0.6% | +3.2% | -2.7% | -0.8% |
| 3M | -7.1% | +32.5% | -39.6% | -16.9% |
| 6M | +0.8% | +33.7% | -32.9% | -10.8% |
| YTD | +1.0% | +13.4% | -12.5% | -5.1% |
| 1Y | +4.3% | +0.6% | +3.7% | +2.4% |
| 3Y | +9.9% | +95.1% | -85.2% | -19.9% |
| 5Y | -6.8% | +92.7% | -99.4% | -32.5% |
| All | +293.0% | +232.3% | +60.7% | +99.2% |
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