-92.7%
MSTU vs EQNR
+85.2%
-177.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -3.2% |
| 7D | +21.3% | +1.7% | +19.6% | +21.0% |
| 30D | +90.8% | +11.5% | +79.4% | +90.1% |
| 3M | -6.8% | +12.9% | -19.6% | -8.8% |
| 6M | -39.8% | +36.0% | -75.8% | -57.3% |
| YTD | -55.7% | +84.1% | -139.8% | -77.5% |
| 1Y | -92.7% | +83.8% | -176.4% | -96.1% |
| All | -92.7% | +85.2% | -177.9% | -96.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling