+211.7%
MRSH vs EQNR
+416.8%
-205.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -4.8% | +6.4% | -11.2% | -5.9% |
| 30D | -6.3% | +10.4% | -16.7% | -8.1% |
| 3M | +5.8% | +23.1% | -17.3% | +1.4% |
| 6M | +2.8% | +36.3% | -33.5% | -3.8% |
| YTD | -3.1% | +96.0% | -99.1% | -15.7% |
| 1Y | -11.3% | +94.2% | -105.5% | -22.8% |
| 3Y | -5.0% | +75.3% | -80.2% | -17.1% |
| 5Y | +19.2% | +187.2% | -168.0% | -11.9% |
| All | +211.7% | +416.8% | -205.1% | +87.8% |
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