-99.1%
MSTZ vs EQH
+31.7%
-130.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.6% |
| 7D | -23.6% | +1.1% | -24.7% | -19.3% |
| 30D | -60.7% | -1.1% | -59.6% | -61.2% |
| 3M | -58.3% | +25.0% | -83.3% | -34.4% |
| 6M | -60.0% | +33.9% | -93.9% | -25.1% |
| YTD | -75.2% | +11.6% | -86.8% | -61.4% |
| 1Y | -19.9% | +1.5% | -21.4% | +2.6% |
| All | -99.1% | +31.7% | -130.8% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling