+103.8%
MSTR vs EQNR
+183.4%
-79.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -8.3% | +6.4% | -14.7% | -9.9% |
| 30D | +38.1% | +10.4% | +27.8% | +34.1% |
| 3M | +9.0% | +23.1% | -14.1% | +1.5% |
| 6M | -5.3% | +36.3% | -41.6% | -17.3% |
| YTD | -13.8% | +96.0% | -109.8% | -34.7% |
| 1Y | -59.8% | +94.2% | -154.0% | -69.6% |
| 3Y | +282.2% | +75.3% | +206.9% | +193.0% |
| All | +103.8% | +183.4% | -79.6% | +24.1% |
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