-90.1%
MSTU vs EQNR
+86.3%
-176.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.6% | -17.7% | -18.4% |
| 7D | -18.2% | -10.6% | -7.6% | -20.0% |
| 30D | -42.7% | -1.1% | -41.6% | -42.8% |
| 3M | +37.0% | +12.6% | +24.4% | +36.6% |
| 6M | -70.1% | +4.9% | -75.0% | -70.4% |
| YTD | -68.2% | +86.1% | -154.3% | -88.5% |
| 1Y | -90.1% | +87.5% | -177.6% | -96.3% |
| All | -90.1% | +86.3% | -176.3% | -96.3% |
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