+24.5%
MOS vs NTNX
+148.8%
-124.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.7% | -3.1% | +1.4% | -1.2% |
| 30D | +12.4% | +2.0% | +10.4% | +11.9% |
| 3M | +20.5% | +34.0% | -13.5% | +14.8% |
| 6M | -12.0% | +72.4% | -84.4% | -19.9% |
| YTD | +7.4% | +27.5% | -20.1% | +2.1% |
| 1Y | -22.5% | -18.7% | -3.7% | -21.1% |
| 3Y | -25.5% | +80.8% | -106.2% | -36.2% |
| 5Y | -10.1% | +54.5% | -64.6% | -23.9% |
| All | +24.5% | +148.8% | -124.3% | -13.5% |
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