-22.5%
MOS vs EQNR
+93.1%
-115.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.7% | +6.4% | -8.2% | -2.2% |
| 30D | +12.4% | +10.4% | +2.0% | +11.6% |
| 3M | +20.5% | +23.1% | -2.6% | +18.6% |
| 6M | -12.0% | +36.3% | -48.3% | -20.7% |
| YTD | +7.4% | +96.0% | -88.5% | -21.4% |
| 1Y | -22.5% | +94.2% | -116.7% | -43.2% |
| All | -22.5% | +93.1% | -115.6% | -43.2% |
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