+14.9%
MAGS vs NTNX
+0.3%
+14.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.5% | -1.6% | +2.1% | +0.7% |
| 30D | +1.5% | +11.6% | -10.2% | +0.5% |
| 3M | +0.5% | +23.8% | -23.4% | -1.5% |
| 6M | +11.6% | +68.8% | -57.2% | +7.1% |
| YTD | +5.3% | +31.7% | -26.4% | +2.2% |
| 1Y | +14.9% | -0.9% | +15.8% | +14.8% |
| All | +14.9% | +0.3% | +14.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling