+451.3%
MSFT vs EQH
+234.7%
+216.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | +0.8% | +2.8% | -2.0% | -0.1% |
| 3M | +27.2% | +23.1% | +4.1% | +18.8% |
| 6M | +22.9% | +41.4% | -18.5% | +9.3% |
| YTD | +3.1% | +14.3% | -11.1% | -2.1% |
| 1Y | -0.3% | +1.6% | -1.9% | -2.2% |
| 3Y | +50.1% | +102.7% | -52.6% | +14.4% |
| 5Y | +74.6% | +104.5% | -29.9% | +30.5% |
| All | +451.3% | +234.7% | +216.6% | +216.7% |
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 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