+285.1%
EQIX vs MSI
+664.3%
-379.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +4.1% | +3.2% | +0.8% | +2.7% |
| 30D | +5.8% | +17.6% | -11.8% | -1.2% |
| 3M | -1.4% | +14.5% | -15.9% | -7.1% |
| 6M | -1.2% | +34.3% | -35.5% | -13.6% |
| YTD | +39.6% | +39.7% | -0.1% | +19.4% |
| 1Y | +36.8% | +40.2% | -3.3% | +16.7% |
| 3Y | +47.3% | +77.1% | -29.9% | +11.2% |
| 5Y | +50.1% | +124.0% | -73.9% | +0.6% |
| All | +285.1% | +664.3% | -379.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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