+447.7%
MSFT vs EQH
+230.1%
+217.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -3.5% | -1.8% | -1.7% | -2.9% |
| 30D | -2.1% | +2.4% | -4.5% | -2.9% |
| 3M | +24.2% | +26.3% | -2.1% | +15.0% |
| 6M | +21.9% | +35.8% | -14.0% | +9.7% |
| YTD | +2.5% | +12.7% | -10.2% | -2.3% |
| 1Y | -0.8% | +2.5% | -3.2% | -3.0% |
| 3Y | +50.8% | +98.6% | -47.9% | +15.6% |
| 5Y | +73.5% | +101.7% | -28.2% | +30.3% |
| All | +447.7% | +230.1% | +217.7% | +216.0% |
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