+21.9%
MAS vs NTNX
+31.5%
-9.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.2% |
| 7D | -1.8% | -5.6% | +3.8% | -2.1% |
| 30D | +23.6% | -18.9% | +42.4% | +22.2% |
| 3M | +12.4% | -6.5% | +18.9% | +11.6% |
| 6M | +21.9% | +33.2% | -11.3% | +26.1% |
| All | +21.9% | +31.5% | -9.6% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling