+9.0%
MSFT vs EQIX
+29.1%
-20.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.9% | +2.8% | +6.2% |
| 7D | +4.7% | +4.6% | +0.1% | +4.1% |
| 30D | +5.8% | +3.0% | +2.8% | +5.3% |
| 3M | +13.0% | +0.7% | +12.3% | +12.5% |
| 6M | +34.9% | -1.7% | +36.7% | +33.8% |
| YTD | +15.7% | +39.7% | -24.0% | +10.1% |
| 1Y | +9.0% | +29.7% | -20.8% | +5.9% |
| All | +9.0% | +29.1% | -20.1% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling