+2,075.3%
MAR vs EQIX
+242.8%
+1,832.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -2.1% | -1.6% | -0.4% | -1.9% |
| 30D | -5.7% | -0.4% | -5.3% | -5.6% |
| 3M | -14.6% | -0.9% | -13.7% | -14.6% |
| 6M | +1.3% | +8.1% | -6.8% | +0.3% |
| YTD | +6.7% | +35.7% | -29.0% | +2.5% |
| 1Y | +26.4% | +34.0% | -7.5% | +21.6% |
| 3Y | +64.7% | +41.4% | +23.3% | +56.7% |
| 5Y | +153.1% | +34.0% | +119.1% | +140.8% |
| 10Y | +437.9% | +242.4% | +195.5% | +350.8% |
| All | +2,075.3% | +242.8% | +1,832.5% | +1,389.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded EQIX 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling