+113.8%
MSTR vs EQIX
+30.6%
+83.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.9% |
| 7D | +9.3% | +1.3% | +8.0% | +8.2% |
| 30D | +36.5% | +0.3% | +36.2% | +36.1% |
| 3M | +7.3% | -1.6% | +8.9% | +7.7% |
| 6M | +2.2% | +12.2% | -9.9% | -9.6% |
| YTD | -10.2% | +38.0% | -48.1% | -36.2% |
| 1Y | -58.6% | +38.9% | -97.5% | -71.0% |
| 3Y | +283.2% | +43.8% | +239.4% | +143.6% |
| 5Y | +113.8% | +30.4% | +83.4% | +29.3% |
| All | +113.8% | +30.6% | +83.2% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling