+372.8%
MSI vs EQH
+226.9%
+146.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.0% | +1.1% | -5.1% | -4.3% |
| 30D | -0.5% | -1.1% | +0.6% | -0.3% |
| 3M | +11.4% | +25.0% | -13.6% | +4.1% |
| 6M | +1.0% | +33.9% | -32.9% | -7.9% |
| YTD | +20.7% | +11.6% | +9.1% | +15.4% |
| 1Y | -2.7% | +1.5% | -4.2% | -4.6% |
| 3Y | +68.2% | +96.7% | -28.5% | +29.6% |
| 5Y | +100.0% | +93.9% | +6.1% | +51.5% |
| All | +372.8% | +226.9% | +146.0% | +175.4% |
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