-6.3%
MOS vs NTNX
+108.9%
-115.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -2.0% | +3.4% | -5.4% | -2.5% |
| 30D | +15.3% | -13.6% | +28.9% | +17.7% |
| 3M | +1.5% | -11.1% | +12.6% | +3.0% |
| 6M | -2.0% | +35.7% | -37.7% | -7.6% |
| YTD | -6.5% | +16.8% | -23.3% | -10.4% |
| 1Y | -11.1% | -9.1% | -1.9% | -11.4% |
| 3Y | -30.3% | +55.8% | -86.0% | -39.2% |
| 5Y | -33.5% | +73.4% | -106.9% | -45.9% |
| All | -6.3% | +108.9% | -115.3% | -34.8% |
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