+250.9%
EQIX vs MOD
+911.6%
-660.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +1.0% |
| 7D | -0.1% | -25.5% | +25.4% | +2.3% |
| 30D | -1.8% | -49.0% | +47.2% | +4.1% |
| 3M | -3.4% | -49.8% | +46.5% | +2.4% |
| 6M | -6.0% | -64.8% | +58.8% | +2.3% |
| YTD | +34.2% | -27.6% | +61.8% | +35.5% |
| 1Y | +26.2% | -35.2% | +61.4% | +28.3% |
| 3Y | +41.7% | +137.1% | -95.5% | +24.4% |
| 5Y | +43.1% | +760.3% | -717.2% | +11.8% |
| All | +250.9% | +911.6% | -660.8% | +171.8% |
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