+495.5%
MSTR vs EQIX
+300.0%
+195.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.8% |
| 7D | -11.5% | +7.6% | -19.1% | -15.6% |
| 30D | -24.8% | +5.2% | -30.1% | -27.0% |
| 3M | +20.6% | +0.8% | +19.8% | +20.3% |
| 6M | -38.0% | +0.2% | -38.2% | -38.4% |
| YTD | -24.7% | +42.2% | -66.9% | -39.9% |
| 1Y | -49.1% | +34.7% | -83.8% | -57.9% |
| 3Y | +124.7% | +49.0% | +75.7% | +73.5% |
| 5Y | +40.9% | +52.8% | -11.9% | +7.2% |
| All | +495.5% | +300.0% | +195.5% | +257.2% |
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