-99.2%
MSTZ vs EQH
+33.9%
-133.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +0.7% |
| 7D | -29.7% | +5.5% | -35.2% | -20.5% |
| 30D | -65.3% | +3.2% | -68.5% | -63.2% |
| 3M | -57.3% | +32.5% | -89.9% | -26.0% |
| 6M | -61.6% | +33.7% | -95.4% | -28.4% |
| YTD | -78.3% | +13.4% | -91.7% | -65.3% |
| 1Y | -30.2% | +0.6% | -30.8% | -13.0% |
| All | -99.2% | +33.9% | -133.1% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling