+238.6%
EQIX vs MOD
+1,504.3%
-1,265.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.3% | +6.3% | -5.0% | +0.7% |
| 30D | +0.3% | -1.7% | +2.0% | +0.4% |
| 3M | -1.6% | -30.1% | +28.6% | +1.3% |
| 6M | +12.2% | +2.7% | +9.5% | +10.7% |
| YTD | +38.0% | +44.1% | -6.1% | +31.2% |
| 1Y | +38.9% | +38.7% | +0.2% | +31.9% |
| 3Y | +43.8% | +309.8% | -266.0% | +20.1% |
| 5Y | +30.4% | +1,569.7% | -1,539.3% | -4.4% |
| 10Y | +238.6% | +1,520.5% | -1,281.9% | +135.5% |
| All | +238.6% | +1,504.3% | -1,265.7% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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