+33.0%
MAS vs NTNX
+87.5%
-54.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | +1.0% | +1.2% | -0.2% | +0.9% |
| 30D | -8.1% | +7.7% | -15.8% | -8.6% |
| 3M | +3.3% | +30.2% | -26.9% | +1.4% |
| 6M | +12.4% | +69.4% | -57.0% | +7.7% |
| YTD | +13.3% | +30.6% | -17.3% | +10.9% |
| 1Y | -4.7% | -10.0% | +5.3% | -3.3% |
| 3Y | +33.0% | +86.6% | -53.7% | +15.1% |
| All | +33.0% | +87.5% | -54.5% | +15.1% |
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