-99.2%
MSTZ vs EQNR
+95.7%
-194.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.1% | +5.1% | +8.7% |
| 7D | -25.4% | -1.9% | -23.5% | -25.9% |
| 30D | -60.9% | +12.6% | -73.4% | -59.9% |
| 3M | -54.2% | +16.5% | -70.7% | -52.3% |
| 6M | -65.0% | +31.8% | -96.8% | -60.4% |
| YTD | -76.5% | +89.8% | -166.3% | -63.3% |
| 1Y | -23.4% | +87.6% | -110.9% | +19.6% |
| All | -99.2% | +95.7% | -194.9% | -98.6% |
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