+73.2%
MSFU vs EQH
+104.0%
-30.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | +0.5% | +2.8% | -2.3% | -0.8% |
| 3M | +51.9% | +23.1% | +28.8% | +37.1% |
| 6M | +35.0% | +41.4% | -6.4% | +13.1% |
| YTD | -9.0% | +14.3% | -23.3% | -15.7% |
| 1Y | -18.8% | +1.6% | -20.4% | -20.7% |
| 3Y | +25.5% | +102.7% | -77.2% | -10.9% |
| All | +73.2% | +104.0% | -30.8% | +24.1% |
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