+241.5%
EQIX vs MOD
+396.7%
-155.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +3.5% | -17.8% | +21.3% | +6.4% |
| 30D | +2.3% | -43.2% | +45.6% | +12.0% |
| 3M | +1.1% | -46.0% | +47.2% | +11.2% |
| 6M | -1.1% | -62.2% | +61.1% | +14.2% |
| YTD | +39.1% | -22.8% | +61.9% | +39.1% |
| 1Y | +29.5% | -35.5% | +65.0% | +32.8% |
| 3Y | +45.8% | +128.2% | -82.4% | +10.5% |
| 5Y | +48.4% | +791.6% | -743.2% | -17.2% |
| 10Y | +285.1% | +886.3% | -601.3% | +73.3% |
| All | +241.5% | +396.7% | -155.1% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling