+2,172.9%
MSFT vs EQIX
+246.9%
+1,926.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | +2.7% | -1.4% | +4.1% | +2.8% |
| 3M | +17.0% | -4.4% | +21.4% | +17.4% |
| 6M | +23.8% | +7.9% | +15.9% | +22.7% |
| YTD | +4.0% | +37.3% | -33.3% | +0.3% |
| 1Y | -0.8% | +37.8% | -38.6% | -4.4% |
| 3Y | +55.6% | +42.0% | +13.6% | +48.9% |
| 5Y | +72.9% | +29.6% | +43.3% | +66.5% |
| 10Y | +875.8% | +238.3% | +637.5% | +766.2% |
| All | +2,172.9% | +246.9% | +1,926.0% | +1,564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling