+267.7%
EQIX vs MOD
+1,005.7%
-738.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.9% | -5.7% | +3.2% |
| 7D | +6.1% | -13.9% | +20.1% | +7.2% |
| 30D | +2.8% | -41.5% | +44.3% | +7.6% |
| 3M | +1.6% | -45.7% | +47.4% | +6.9% |
| 6M | -0.7% | -61.1% | +60.4% | +7.1% |
| YTD | +39.7% | -20.5% | +60.2% | +39.8% |
| 1Y | +30.6% | -32.1% | +62.7% | +32.2% |
| 3Y | +48.4% | +146.5% | -98.0% | +29.8% |
| 5Y | +46.0% | +812.7% | -766.7% | +13.1% |
| 10Y | +267.7% | +966.8% | -699.2% | +181.9% |
| All | +267.7% | +1,005.7% | -738.1% | +181.9% |
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