+180.6%
MAS vs NTNX
+120.3%
+60.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +2.4% | -13.2% | +15.5% | +3.9% |
| 30D | +19.8% | -20.5% | +40.3% | +22.8% |
| 3M | +9.8% | -2.9% | +12.8% | +9.9% |
| 6M | +15.8% | +35.3% | -19.6% | +11.2% |
| YTD | +31.8% | +12.9% | +18.9% | +28.6% |
| 1Y | +35.4% | -15.2% | +50.5% | +36.2% |
| 3Y | +59.2% | +54.6% | +4.6% | +45.5% |
| 5Y | +41.2% | +63.7% | -22.5% | +24.5% |
| 10Y | +221.6% | +141.9% | +79.7% | +155.3% |
| All | +180.6% | +120.3% | +60.3% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling