-88.0%
MSTU vs EQH
+34.8%
-122.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +1.1% |
| 7D | -16.6% | +0.7% | -17.3% | -17.6% |
| 30D | +69.7% | +2.8% | +66.9% | +60.2% |
| 3M | -7.5% | +23.1% | -30.6% | -37.3% |
| 6M | -43.1% | +41.4% | -84.5% | -70.9% |
| YTD | -63.0% | +14.3% | -77.3% | -70.2% |
| 1Y | -93.8% | +1.6% | -95.4% | -93.9% |
| All | -88.0% | +34.8% | -122.8% | -95.5% |
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