-10.3%
MOS vs EQNR
+185.3%
-195.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.5% | +5.7% | -5.3% | -2.1% |
| 30D | +10.9% | +11.3% | -0.4% | +5.5% |
| 3M | +29.2% | +21.5% | +7.7% | +16.7% |
| 6M | -2.3% | +41.8% | -44.1% | -21.7% |
| YTD | +8.3% | +97.3% | -89.0% | -28.9% |
| 1Y | -21.2% | +89.9% | -111.1% | -47.2% |
| 3Y | -25.9% | +76.9% | -102.8% | -49.6% |
| All | -10.3% | +185.3% | -195.7% | -52.9% |
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