-18.8%
MSTZ vs EQNR
+93.1%
-111.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.7% |
| 7D | +17.0% | +6.4% | +10.6% | +16.7% |
| 30D | -61.8% | +10.4% | -72.1% | -61.8% |
| 3M | -54.6% | +23.1% | -77.7% | -53.5% |
| 6M | -59.3% | +36.3% | -95.5% | -50.5% |
| YTD | -74.6% | +96.0% | -170.5% | -45.0% |
| 1Y | -18.8% | +94.2% | -113.0% | +73.5% |
| All | -18.8% | +93.1% | -111.9% | +73.5% |
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