+237.0%
EQIX vs MSI
+446.5%
-209.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.8% | -3.7% | +2.9% | +0.7% |
| 30D | -1.4% | +6.8% | -8.3% | -4.4% |
| 3M | -4.4% | +14.3% | -18.7% | -10.1% |
| 6M | +7.9% | -1.6% | +9.5% | +7.4% |
| YTD | +37.3% | +22.8% | +14.5% | +24.6% |
| 1Y | +37.8% | -1.1% | +38.9% | +36.5% |
| 3Y | +42.0% | +70.5% | -28.5% | +10.8% |
| 5Y | +29.6% | +102.8% | -73.2% | -6.4% |
| 10Y | +238.3% | +597.4% | -359.1% | +40.6% |
| All | +237.0% | +446.5% | -209.5% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling