+292.0%
EQIX vs MOD
+822.6%
-530.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | +7.6% | +16.1% | -8.5% | +6.0% |
| 30D | +5.2% | -38.5% | +43.8% | +9.7% |
| 3M | +0.8% | -46.8% | +47.6% | +6.4% |
| 6M | +0.2% | -61.6% | +61.8% | +8.3% |
| YTD | +42.2% | -20.5% | +62.7% | +42.2% |
| 1Y | +34.7% | -28.0% | +62.8% | +35.6% |
| 3Y | +49.0% | +134.9% | -86.0% | +30.4% |
| 5Y | +52.8% | +833.2% | -780.3% | +17.5% |
| All | +292.0% | +822.6% | -530.6% | +188.1% |
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