-99.1%
MSTZ vs EQH
+32.9%
-132.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +8.3% |
| 7D | +24.8% | -1.8% | +26.5% | +21.2% |
| 30D | -59.2% | +2.4% | -61.7% | -57.2% |
| 3M | -56.9% | +26.3% | -83.2% | -31.1% |
| 6M | -57.6% | +35.8% | -93.4% | -18.6% |
| YTD | -73.6% | +12.7% | -86.3% | -58.3% |
| 1Y | -15.6% | +2.5% | -18.0% | +9.8% |
| All | -99.1% | +32.9% | -132.0% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling