+73.2%
MSFU vs EQNR
+78.7%
-5.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.8% | +6.4% | -8.2% | -2.0% |
| 30D | +0.5% | +10.4% | -9.9% | +0.1% |
| 3M | +51.9% | +23.1% | +28.8% | +50.1% |
| 6M | +35.0% | +36.3% | -1.3% | +30.8% |
| YTD | -9.0% | +96.0% | -105.0% | -16.3% |
| 1Y | -18.8% | +94.2% | -113.0% | -25.3% |
| 3Y | +25.5% | +75.3% | -49.8% | +15.4% |
| All | +73.2% | +78.7% | -5.5% | +63.3% |
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 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