+677.4%
MSTR vs EQIX
+240.6%
+436.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +7.7% | +2.3% | +5.4% | +6.4% |
| 30D | +36.3% | +0.4% | +35.9% | +36.0% |
| 3M | +13.4% | -1.1% | +14.5% | +13.6% |
| 6M | -4.5% | +11.5% | -16.0% | -10.9% |
| YTD | -12.7% | +38.2% | -50.9% | -28.9% |
| 1Y | -59.6% | +36.7% | -96.3% | -66.9% |
| 3Y | +272.5% | +44.1% | +228.4% | +193.5% |
| 5Y | +107.1% | +34.8% | +72.3% | +64.4% |
| 10Y | +677.4% | +248.8% | +428.6% | +401.9% |
| All | +677.4% | +240.6% | +436.8% | +401.9% |
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