+42.2%
EQIX vs MOS
-32.4%
+74.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.1% | +21.6% | -21.7% | -2.2% |
| 30D | -1.8% | +12.0% | -13.8% | -3.2% |
| 3M | -3.4% | -3.9% | +0.5% | -3.4% |
| 6M | -6.0% | -3.3% | -2.7% | -6.3% |
| YTD | +34.2% | -4.6% | +38.8% | +32.9% |
| 1Y | +26.2% | -7.0% | +33.2% | +25.2% |
| 3Y | +41.7% | -24.4% | +66.1% | +41.8% |
| All | +42.2% | -32.4% | +74.5% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling