-15.7%
MSTZ vs EQH
+40.9%
-56.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +6.0% |
| 7D | +30.8% | +6.5% | +24.2% | +41.2% |
| 30D | +41.2% | +6.1% | +35.1% | +53.6% |
| 3M | -60.9% | +6.2% | -67.2% | -57.2% |
| 6M | -15.7% | +38.1% | -53.7% | +54.7% |
| All | -15.7% | +40.9% | -56.6% | +54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling