+29.8%
MSFT vs EQIX
-1.0%
+30.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.6% |
| 7D | -1.3% | +4.1% | -5.3% | -2.3% |
| 30D | -1.8% | +5.8% | -7.7% | -2.9% |
| 3M | +5.6% | -1.4% | +7.0% | +5.1% |
| 6M | +29.8% | -1.2% | +31.0% | +26.4% |
| All | +29.8% | -1.0% | +30.8% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling