+671.0%
MS vs EQNR
+2,046.2%
-1,375.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.7% | -2.5% |
| 7D | +1.7% | +3.8% | -2.1% | -0.3% |
| 30D | 0.0% | +11.4% | -11.4% | -5.5% |
| 3M | +3.0% | +24.8% | -21.8% | -9.5% |
| 6M | +35.7% | +42.3% | -6.6% | +8.5% |
| YTD | +23.3% | +97.9% | -74.5% | -17.9% |
| 1Y | +44.7% | +95.9% | -51.2% | -4.0% |
| 3Y | +178.0% | +77.3% | +100.7% | +84.4% |
| 5Y | +143.2% | +195.3% | -52.1% | +11.0% |
| 10Y | +803.2% | +420.4% | +382.8% | +173.6% |
| All | +671.0% | +2,046.2% | -1,375.2% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling