+217.0%
MAS vs NTNX
+120.9%
+96.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -1.8% | -5.6% | +3.8% | -1.2% |
| 30D | +23.6% | -18.9% | +42.4% | +26.5% |
| 3M | +12.4% | -6.5% | +18.9% | +13.0% |
| 6M | +21.9% | +33.2% | -11.3% | +17.1% |
| YTD | +36.1% | +16.3% | +19.8% | +32.2% |
| 1Y | +39.5% | -12.3% | +51.8% | +39.9% |
| 3Y | +59.1% | +54.4% | +4.7% | +44.7% |
| 5Y | +44.4% | +72.7% | -28.3% | +25.5% |
| 10Y | +217.0% | +112.7% | +104.2% | +143.0% |
| All | +217.0% | +120.9% | +96.0% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling