+267.7%
EQIX vs MOS
+6.2%
+261.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +4.0% |
| 7D | +6.1% | +19.7% | -13.5% | +4.6% |
| 30D | +2.8% | +21.5% | -18.7% | +1.1% |
| 3M | +1.6% | -0.4% | +2.0% | +1.4% |
| 6M | -0.7% | +4.5% | -5.2% | -1.4% |
| YTD | +39.7% | -2.9% | +42.6% | +38.8% |
| 1Y | +30.6% | -7.7% | +38.3% | +30.1% |
| 3Y | +48.4% | -25.6% | +74.1% | +49.0% |
| 5Y | +46.0% | -31.2% | +77.2% | +46.5% |
| 10Y | +267.7% | +2.8% | +264.8% | +244.8% |
| All | +267.7% | +6.2% | +261.5% | +244.8% |
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