+659.5%
MSTR vs EQNR
+416.8%
+242.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -8.3% | +6.4% | -14.7% | -10.0% |
| 30D | +38.1% | +10.4% | +27.8% | +33.8% |
| 3M | +9.0% | +23.1% | -14.1% | +1.2% |
| 6M | -5.3% | +36.3% | -41.6% | -16.9% |
| YTD | -13.8% | +96.0% | -109.8% | -33.2% |
| 1Y | -59.8% | +94.2% | -154.0% | -68.9% |
| 3Y | +282.2% | +75.3% | +206.9% | +199.3% |
| 5Y | +112.8% | +187.2% | -74.5% | +41.0% |
| All | +659.5% | +416.8% | +242.7% | +308.6% |
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