+24.1%
EQIX vs MSTU
-88.1%
+112.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +4.9% | -1.6% |
| 7D | -1.6% | -22.0% | +20.4% | -0.9% |
| 30D | -0.4% | +60.3% | -60.7% | -2.3% |
| 3M | -0.9% | -3.7% | +2.8% | -1.8% |
| 6M | +8.1% | -45.2% | +53.3% | +8.5% |
| YTD | +35.7% | -64.3% | +100.0% | +36.2% |
| 1Y | +34.0% | -94.0% | +128.0% | +41.9% |
| All | +24.1% | -88.1% | +112.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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