+298.6%
EQIX vs MOD
+915.9%
-617.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.4% |
| 7D | +1.3% | +8.2% | -6.9% | +0.5% |
| 30D | +3.4% | -38.2% | +41.6% | +7.8% |
| 3M | +3.9% | -46.2% | +50.2% | +9.6% |
| 6M | -0.7% | -62.5% | +61.8% | +7.5% |
| YTD | +41.5% | -20.1% | +61.6% | +41.5% |
| 1Y | +32.9% | -29.7% | +62.6% | +34.0% |
| 3Y | +48.3% | +136.2% | -87.9% | +29.7% |
| 5Y | +52.3% | +820.4% | -768.1% | +17.1% |
| 10Y | +298.6% | +839.8% | -541.2% | +193.1% |
| All | +298.6% | +915.9% | -617.3% | +193.1% |
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