+465.0%
MSTR vs EQIX
+259.2%
+205.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.6% |
| 7D | -11.5% | +7.6% | -19.1% | -13.0% |
| 30D | -24.8% | +5.2% | -30.1% | -25.6% |
| 3M | +20.6% | +0.8% | +19.8% | +20.7% |
| 6M | -38.0% | +0.2% | -38.2% | -38.0% |
| YTD | -24.7% | +42.2% | -66.9% | -30.6% |
| 1Y | -49.1% | +34.7% | -83.8% | -52.4% |
| 3Y | +124.7% | +49.0% | +75.7% | +105.9% |
| 5Y | +40.9% | +52.8% | -11.9% | +31.7% |
| 10Y | +481.5% | +300.4% | +181.1% | +338.0% |
| All | +465.0% | +259.2% | +205.8% | +225.0% |
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