+915.1%
MSFT vs EQIX
+293.0%
+622.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.9% |
| 7D | -1.3% | +4.1% | -5.3% | -3.0% |
| 30D | -1.8% | +5.8% | -7.7% | -4.2% |
| 3M | +5.6% | -1.4% | +7.0% | +5.9% |
| 6M | +29.8% | -1.2% | +31.0% | +29.4% |
| YTD | +9.0% | +39.6% | -30.6% | -7.7% |
| 1Y | +4.9% | +36.8% | -31.9% | -10.4% |
| 3Y | +46.2% | +47.3% | -1.0% | +16.3% |
| 5Y | +62.1% | +50.1% | +12.0% | +24.3% |
| All | +915.1% | +293.0% | +622.1% | +426.9% |
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 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