+601.1%
MSI vs EQNR
+416.8%
+184.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.4% | +6.4% | -6.8% | -1.6% |
| 30D | -0.8% | +10.4% | -11.1% | -2.6% |
| 3M | +13.9% | +23.1% | -9.1% | +9.2% |
| 6M | +1.3% | +36.3% | -34.9% | -5.5% |
| YTD | +22.3% | +96.0% | -73.7% | +5.7% |
| 1Y | -3.9% | +94.2% | -98.1% | -17.0% |
| 3Y | +69.9% | +75.3% | -5.4% | +47.2% |
| 5Y | +103.8% | +187.2% | -83.4% | +48.2% |
| All | +601.1% | +416.8% | +184.3% | +310.5% |
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