+605.2%
MSTR vs EQIX
+246.9%
+358.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +12.2% | -0.8% | +13.0% | +12.5% |
| 30D | +45.2% | -1.4% | +46.6% | +45.7% |
| 3M | +10.4% | -4.4% | +14.8% | +11.4% |
| 6M | -2.5% | +7.9% | -10.4% | -4.2% |
| YTD | -6.0% | +37.3% | -43.3% | -12.7% |
| 1Y | -56.4% | +37.8% | -94.2% | -59.6% |
| 3Y | +306.3% | +42.0% | +264.3% | +275.5% |
| 5Y | +100.5% | +29.6% | +70.9% | +93.3% |
| 10Y | +741.1% | +238.3% | +502.8% | +553.9% |
| All | +605.2% | +246.9% | +358.3% | +308.4% |
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 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