-88.0%
MSTU vs EQNR
+102.1%
-190.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | -16.6% | +6.4% | -23.0% | -17.7% |
| 30D | +69.7% | +10.4% | +59.3% | +65.7% |
| 3M | -7.5% | +23.1% | -30.6% | -13.9% |
| 6M | -43.1% | +36.3% | -79.4% | -53.9% |
| YTD | -63.0% | +96.0% | -159.0% | -76.9% |
| 1Y | -93.8% | +94.2% | -188.0% | -96.1% |
| All | -88.0% | +102.1% | -190.1% | -92.5% |
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