+261.9%
MOH vs EQNR
+416.8%
-154.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +1.7% | +6.4% | -4.7% | +0.5% |
| 30D | -0.9% | +10.4% | -11.2% | -2.9% |
| 3M | +5.7% | +23.1% | -17.4% | +1.0% |
| 6M | +39.1% | +36.3% | +2.8% | +29.3% |
| YTD | +17.7% | +96.0% | -78.3% | +0.7% |
| 1Y | +8.4% | +94.2% | -85.8% | -7.3% |
| 3Y | -36.6% | +75.3% | -111.8% | -45.6% |
| 5Y | -19.1% | +187.2% | -206.3% | -42.0% |
| All | +261.9% | +416.8% | -154.9% | +93.1% |
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