+68.6%
MA vs NTNX
+54.0%
+14.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.7% | -3.1% | +1.4% | -1.2% |
| 30D | +1.7% | +2.0% | -0.3% | +1.3% |
| 3M | +17.2% | +34.0% | -16.8% | +11.5% |
| 6M | +13.3% | +72.4% | -59.1% | +2.9% |
| YTD | +0.2% | +27.5% | -27.3% | -4.7% |
| 1Y | -2.7% | -18.7% | +16.0% | -0.7% |
| 3Y | +39.1% | +80.8% | -41.7% | +18.1% |
| All | +68.6% | +54.0% | +14.5% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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