-65.1%
MSTZ vs EQH
+18.6%
-83.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.2% | -7.4% |
| 7D | +0.7% | +2.8% | -2.1% | +5.3% |
| 30D | +16.6% | +3.9% | +12.7% | +24.6% |
| 3M | -74.7% | +16.3% | -91.0% | -68.0% |
| 6M | -43.9% | +37.1% | -81.0% | -5.4% |
| YTD | -84.0% | +20.2% | -104.2% | -69.8% |
| 1Y | -65.1% | +17.9% | -83.0% | -33.2% |
| All | -65.1% | +18.6% | -83.7% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling