-15.6%
MOS vs EQNR
+89.2%
-104.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -6.2% | +23.6% | +17.1% |
| 7D | +17.9% | -10.2% | +28.1% | +17.7% |
| 30D | +1.6% | +1.1% | +0.5% | +0.9% |
| 3M | -4.0% | +10.3% | -14.3% | -4.5% |
| 6M | -4.1% | +5.7% | -9.8% | -3.9% |
| YTD | -7.8% | +87.2% | -95.0% | -27.5% |
| 1Y | -15.6% | +87.4% | -103.0% | -34.1% |
| All | -15.6% | +89.2% | -104.8% | -34.1% |
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 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