+58.0%
EQIX vs MAGS
+190.0%
-132.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.1% |
| 7D | +0.2% | +0.6% | -0.5% | 0.0% |
| 30D | -2.5% | +3.2% | -5.7% | -3.3% |
| 3M | 0.0% | +7.7% | -7.7% | -2.3% |
| 6M | +7.6% | +12.5% | -4.8% | +3.7% |
| YTD | +37.5% | +6.0% | +31.6% | +34.7% |
| 1Y | +32.9% | +14.4% | +18.5% | +26.7% |
| 3Y | +42.8% | +127.5% | -84.8% | +8.6% |
| All | +58.0% | +190.0% | -132.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling