+135.9%
MAS vs NTNX
+152.6%
-16.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -6.7% | +3.8% | -10.6% | -7.2% |
| 3M | -3.7% | +31.9% | -35.6% | -6.8% |
| 6M | +9.0% | +68.5% | -59.5% | +1.9% |
| YTD | +10.8% | +29.5% | -18.7% | +6.6% |
| 1Y | -3.8% | -11.6% | +7.8% | -3.5% |
| 3Y | +30.0% | +85.1% | -55.1% | +16.5% |
| 5Y | +28.2% | +54.8% | -26.6% | +13.8% |
| All | +135.9% | +152.6% | -16.7% | +81.9% |
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 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