+193.4%
MAGS vs EQNR
+108.9%
+84.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +0.6% | +6.4% | -5.8% | +0.7% |
| 30D | +3.2% | +10.4% | -7.1% | +3.2% |
| 3M | +7.7% | +23.1% | -15.4% | +7.6% |
| 6M | +12.5% | +36.3% | -23.8% | +10.6% |
| YTD | +6.0% | +96.0% | -90.0% | +0.1% |
| 1Y | +14.4% | +94.2% | -79.8% | +8.1% |
| 3Y | +127.5% | +75.3% | +52.3% | +112.9% |
| All | +193.4% | +108.9% | +84.5% | +176.6% |
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