-99.1%
MSTZ vs EQNR
+103.5%
-202.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.5% |
| 7D | +24.8% | +5.7% | +19.1% | +25.9% |
| 30D | -59.2% | +11.3% | -70.5% | -58.4% |
| 3M | -56.9% | +21.5% | -78.4% | -54.8% |
| 6M | -57.6% | +41.8% | -99.4% | -50.4% |
| YTD | -73.6% | +97.3% | -170.9% | -58.5% |
| 1Y | -15.6% | +89.9% | -105.5% | +30.7% |
| All | -99.1% | +103.5% | -202.6% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling