+514.9%
MKSI vs EQIX
+246.8%
+268.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.3% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -12.8% | -2.5% | -10.3% | -11.4% |
| 3M | -22.5% | 0.0% | -22.5% | -22.4% |
| 6M | +19.4% | +7.6% | +11.7% | +14.5% |
| YTD | +67.7% | +37.5% | +30.2% | +38.1% |
| 1Y | +131.4% | +32.9% | +98.5% | +94.3% |
| 3Y | +197.3% | +42.8% | +154.6% | +138.1% |
| 5Y | +87.0% | +35.8% | +51.1% | +50.3% |
| All | +514.9% | +246.8% | +268.2% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling