-32.0%
MSTZ vs EQNR
+87.7%
-119.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.7% | -2.1% | -32.6% | -34.6% |
| 7D | -21.6% | +2.7% | -24.3% | -21.4% |
| 30D | -66.5% | +10.0% | -76.4% | -66.4% |
| 3M | -60.2% | +13.5% | -73.7% | -59.3% |
| 6M | -70.3% | +39.2% | -109.6% | -61.1% |
| YTD | -78.8% | +86.6% | -165.4% | -56.8% |
| All | -32.0% | +87.7% | -119.8% | +34.3% |
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