+285.1%
EQIX vs MOS
+3.2%
+281.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +3.5% | +24.8% | -21.3% | +1.6% |
| 30D | +2.3% | +22.7% | -20.3% | +0.6% |
| 3M | +1.1% | -1.2% | +2.3% | +0.9% |
| 6M | -1.1% | +5.5% | -6.6% | -2.0% |
| YTD | +39.1% | -2.0% | +41.1% | +38.1% |
| 1Y | +29.5% | -7.9% | +37.4% | +29.1% |
| 3Y | +45.8% | -25.0% | +70.8% | +46.3% |
| 5Y | +48.4% | -27.7% | +76.2% | +48.4% |
| 10Y | +285.1% | -1.6% | +286.6% | +253.9% |
| All | +285.1% | +3.2% | +281.9% | +253.9% |
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