+3,718.4%
MSTR vs EQNR
+2,025.8%
+1,692.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -8.3% | +6.4% | -14.7% | -10.3% |
| 30D | +38.1% | +10.4% | +27.8% | +33.2% |
| 3M | +9.0% | +23.1% | -14.1% | +0.2% |
| 6M | -5.3% | +36.3% | -41.6% | -17.8% |
| YTD | -13.8% | +96.0% | -109.8% | -34.2% |
| 1Y | -59.8% | +94.2% | -154.0% | -69.3% |
| 3Y | +282.2% | +75.3% | +206.9% | +194.6% |
| 5Y | +112.8% | +187.2% | -74.5% | +35.9% |
| 10Y | +667.3% | +415.5% | +251.8% | +265.8% |
| All | +3,718.4% | +2,025.8% | +1,692.5% | +604.1% |
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 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