+40.4%
MAS vs EQNR
+89.2%
-48.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.2% | +11.8% | +3.4% |
| 7D | +14.2% | -10.2% | +24.4% | +10.1% |
| 30D | +26.8% | +1.1% | +25.8% | +27.7% |
| 3M | +13.1% | +10.3% | +2.8% | +18.5% |
| 6M | +27.9% | +5.7% | +22.3% | +35.1% |
| YTD | +38.7% | +87.2% | -48.6% | +50.0% |
| 1Y | +40.4% | +87.4% | -47.0% | +52.0% |
| All | +40.4% | +89.2% | -48.9% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling