+237.0%
EQIX vs MOS
+149.7%
+87.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -0.8% | +9.5% | -10.3% | -2.7% |
| 30D | -1.4% | +10.4% | -11.9% | -3.7% |
| 3M | -4.4% | +12.9% | -17.3% | -7.4% |
| 6M | +7.9% | +1.2% | +6.7% | +6.2% |
| YTD | +37.3% | +9.3% | +28.0% | +32.2% |
| 1Y | +37.8% | -18.0% | +55.8% | +40.3% |
| 3Y | +42.0% | -29.0% | +71.0% | +45.5% |
| 5Y | +29.6% | -9.6% | +39.2% | +19.3% |
| 10Y | +238.3% | +6.1% | +232.3% | +158.5% |
| All | +237.0% | +149.7% | +87.3% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling