+244.7%
MTSI vs EQNR
+74.0%
+170.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.8% |
| 7D | +4.8% | +5.7% | -0.9% | +4.4% |
| 30D | -9.2% | +11.3% | -20.5% | -9.8% |
| 3M | -23.1% | +21.5% | -44.6% | -23.9% |
| 6M | +23.5% | +41.8% | -18.3% | +16.7% |
| YTD | +59.1% | +97.3% | -38.3% | +37.7% |
| 1Y | +106.9% | +89.9% | +16.9% | +80.5% |
| All | +244.7% | +74.0% | +170.7% | +196.3% |
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 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