-65.1%
MSTZ vs EQNR
+89.2%
-154.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.2% | -3.4% | -8.1% |
| 7D | +0.7% | -10.2% | +10.9% | +3.4% |
| 30D | +16.6% | +1.1% | +15.5% | +17.1% |
| 3M | -74.7% | +10.3% | -85.0% | -74.4% |
| 6M | -43.9% | +5.7% | -49.6% | -42.9% |
| YTD | -84.0% | +87.2% | -171.2% | -54.5% |
| 1Y | -65.1% | +87.4% | -152.5% | -3.5% |
| All | -65.1% | +89.2% | -154.3% | -3.5% |
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 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