+489.2%
MA vs NTNX
+146.9%
+342.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -3.5% | -3.9% | +0.4% | -2.8% |
| 30D | +0.7% | +1.7% | -1.0% | +0.3% |
| 3M | +15.8% | +31.7% | -15.9% | +9.9% |
| 6M | +10.2% | +69.4% | -59.1% | -0.6% |
| YTD | -0.5% | +26.6% | -27.0% | -5.7% |
| 1Y | -1.8% | -15.2% | +13.4% | -0.6% |
| 3Y | +38.7% | +80.9% | -42.2% | +17.7% |
| 5Y | +67.6% | +53.3% | +14.3% | +40.6% |
| All | +489.2% | +146.9% | +342.3% | +319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling