+28.2%
MAS vs EQNR
+195.1%
-167.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.1% |
| 7D | -2.2% | +3.8% | -6.0% | -2.1% |
| 30D | -6.7% | +11.4% | -18.2% | -6.5% |
| 3M | -3.7% | +24.8% | -28.5% | -3.3% |
| 6M | +9.0% | +42.3% | -33.3% | +7.9% |
| YTD | +10.8% | +97.9% | -87.0% | +6.7% |
| 1Y | -3.8% | +95.9% | -99.7% | -7.3% |
| 3Y | +30.0% | +77.3% | -47.3% | +25.1% |
| 5Y | +28.2% | +195.3% | -167.1% | +22.7% |
| All | +28.2% | +195.1% | -167.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling