+250.9%
EQIX vs MOS
+8.6%
+242.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.1% | +21.6% | -21.7% | -1.7% |
| 30D | -1.8% | +12.0% | -13.8% | -2.8% |
| 3M | -3.4% | -3.9% | +0.5% | -3.3% |
| 6M | -6.0% | -3.3% | -2.7% | -6.2% |
| YTD | +34.2% | -4.6% | +38.8% | +33.5% |
| 1Y | +26.2% | -7.0% | +33.2% | +25.7% |
| 3Y | +41.7% | -24.4% | +66.1% | +42.1% |
| 5Y | +43.1% | -32.1% | +75.2% | +43.7% |
| All | +250.9% | +8.6% | +242.2% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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