+25.8%
EQIX vs MSTZ
-99.1%
+124.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.1% | +1.2% |
| 7D | +0.2% | +17.0% | -16.9% | +0.7% |
| 30D | -2.5% | -61.8% | +59.3% | -4.6% |
| 3M | 0.0% | -54.6% | +54.5% | -1.0% |
| 6M | +7.6% | -59.3% | +66.9% | +7.2% |
| YTD | +37.5% | -74.6% | +112.1% | +36.7% |
| 1Y | +32.9% | -18.8% | +51.7% | +38.5% |
| All | +25.8% | -99.1% | +124.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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