+781.0%
MS vs EQNR
+416.8%
+364.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -1.5% | +6.4% | -8.0% | -3.7% |
| 30D | -1.5% | +10.4% | -11.9% | -5.1% |
| 3M | +1.4% | +23.1% | -21.7% | -7.0% |
| 6M | +34.7% | +36.3% | -1.6% | +16.2% |
| YTD | +22.7% | +96.0% | -73.2% | -9.4% |
| 1Y | +40.1% | +94.2% | -54.1% | +3.2% |
| 3Y | +181.4% | +75.3% | +106.2% | +108.4% |
| 5Y | +142.6% | +187.2% | -44.6% | +26.9% |
| All | +781.0% | +416.8% | +364.2% | +218.3% |
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