+13,491.4%
MA vs EQNR
+357.4%
+13,134.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.5% | +5.7% | -9.2% | -5.3% |
| 30D | +0.7% | +11.3% | -10.6% | -3.1% |
| 3M | +15.8% | +21.5% | -5.7% | +7.3% |
| 6M | +10.2% | +41.8% | -31.6% | -4.7% |
| YTD | -0.5% | +97.3% | -97.8% | -24.0% |
| 1Y | -1.8% | +89.9% | -91.7% | -24.4% |
| 3Y | +38.7% | +76.9% | -38.1% | +5.9% |
| 5Y | +67.6% | +189.2% | -121.6% | -0.9% |
| 10Y | +510.9% | +419.0% | +91.9% | +165.2% |
| All | +13,491.4% | +357.4% | +13,134.0% | +4,923.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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