+74.1%
EQIX vs MSFU
+73.2%
+1.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.2% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -2.5% | +0.5% | -3.0% | -2.6% |
| 3M | 0.0% | +51.9% | -51.9% | -6.7% |
| 6M | +7.6% | +35.0% | -27.3% | +1.2% |
| YTD | +37.5% | -9.0% | +46.5% | +37.6% |
| 1Y | +32.9% | -18.8% | +51.7% | +35.4% |
| 3Y | +42.8% | +25.5% | +17.2% | +23.5% |
| All | +74.1% | +73.2% | +1.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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