+134.2%
MAS vs EQNR
+420.4%
-286.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.3% | +5.7% | -11.0% | -6.1% |
| 30D | -10.8% | +11.3% | -22.1% | -12.3% |
| 3M | -4.1% | +21.5% | -25.6% | -7.6% |
| 6M | +7.5% | +41.8% | -34.3% | -0.7% |
| YTD | +8.0% | +97.3% | -89.3% | -7.3% |
| 1Y | -5.8% | +89.9% | -95.8% | -18.7% |
| 3Y | +26.8% | +76.9% | -50.1% | +9.1% |
| 5Y | +24.7% | +189.2% | -164.5% | -10.5% |
| All | +134.2% | +420.4% | -286.2% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling