+55.9%
EQIX vs MAGS
+187.1%
-131.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.6% | -1.8% | +0.1% | -1.2% |
| 30D | -0.4% | +1.1% | -1.4% | -0.7% |
| 3M | -0.9% | +7.7% | -8.7% | -3.2% |
| 6M | +8.1% | +11.7% | -3.6% | +4.4% |
| YTD | +35.7% | +4.9% | +30.8% | +33.3% |
| 1Y | +34.0% | +14.3% | +19.6% | +27.7% |
| 3Y | +41.4% | +128.9% | -87.5% | +7.4% |
| All | +55.9% | +187.1% | -131.2% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling