+237.0%
EQIX vs MAS
+616.2%
-379.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | -0.8% | -0.8% | -0.1% | -0.6% |
| 30D | -1.4% | -5.6% | +4.1% | +0.4% |
| 3M | -4.4% | +4.4% | -8.9% | -6.8% |
| 6M | +7.9% | +7.2% | +0.7% | +3.5% |
| YTD | +37.3% | +16.1% | +21.2% | +27.2% |
| 1Y | +37.8% | +0.1% | +37.7% | +34.3% |
| 3Y | +42.0% | +28.3% | +13.7% | +23.5% |
| 5Y | +29.6% | +30.5% | -0.8% | +10.3% |
| 10Y | +238.3% | +139.1% | +99.2% | +120.4% |
| All | +237.0% | +616.2% | -379.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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