+60.3%
MAS vs EQNR
+64.8%
-4.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.3% |
| 7D | +3.0% | +2.3% | +0.7% | +3.3% |
| 30D | +22.4% | -5.2% | +27.6% | +21.8% |
| 3M | +14.5% | +7.0% | +7.5% | +15.4% |
| 6M | +27.1% | +14.4% | +12.7% | +29.5% |
| YTD | +35.8% | +87.9% | -52.1% | +31.5% |
| 1Y | +39.4% | +84.8% | -45.3% | +35.2% |
| 3Y | +60.3% | +62.7% | -2.4% | +54.4% |
| All | +60.3% | +64.8% | -4.5% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling