+300.8%
MSTR vs EQIX
+42.4%
+258.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +12.2% | -0.8% | +13.0% | +13.0% |
| 30D | +45.2% | -1.4% | +46.6% | +46.6% |
| 3M | +10.4% | -4.4% | +14.8% | +13.1% |
| 6M | -2.5% | +7.9% | -10.4% | -7.7% |
| YTD | -6.0% | +37.3% | -43.3% | -25.1% |
| 1Y | -56.4% | +37.8% | -94.2% | -65.4% |
| All | +300.8% | +42.4% | +258.4% | +244.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling