-99.1%
MSTZ vs EQH
+41.8%
-140.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +6.4% |
| 7D | +30.8% | +6.5% | +24.2% | +45.0% |
| 30D | +41.2% | +6.1% | +35.1% | +59.4% |
| 3M | -60.9% | +6.2% | -67.2% | -55.2% |
| 6M | -15.7% | +38.1% | -53.7% | +62.9% |
| YTD | -75.2% | +20.2% | -95.4% | -55.1% |
| 1Y | -59.8% | +27.6% | -87.4% | -19.4% |
| All | -99.1% | +41.8% | -140.9% | -93.5% |
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