+127.5%
MAGS vs NTNX
+82.3%
+45.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.8% |
| 7D | +0.6% | -3.1% | +3.8% | +1.4% |
| 30D | +3.2% | +2.0% | +1.3% | +2.7% |
| 3M | +7.7% | +34.0% | -26.3% | +0.3% |
| 6M | +12.5% | +72.4% | -59.9% | -2.4% |
| YTD | +6.0% | +27.5% | -21.6% | -1.0% |
| 1Y | +14.4% | -18.7% | +33.1% | +20.9% |
| 3Y | +127.5% | +80.8% | +46.8% | +73.9% |
| All | +127.5% | +82.3% | +45.2% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling