+157.0%
MKSI vs EQNR
+85.2%
+71.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +3.9% |
| 7D | +1.8% | +1.7% | +0.1% | +2.4% |
| 30D | -16.8% | +11.5% | -28.2% | -13.6% |
| 3M | -21.1% | +12.9% | -34.0% | -16.4% |
| 6M | +10.8% | +36.0% | -25.1% | +18.7% |
| YTD | +63.3% | +84.1% | -20.8% | +75.3% |
| 1Y | +157.0% | +83.8% | +73.2% | +177.4% |
| All | +157.0% | +85.2% | +71.8% | +177.4% |
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 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