+30.0%
MOS vs NTNX
+154.7%
-124.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.8% |
| 7D | +7.1% | +1.2% | +5.9% | +6.9% |
| 30D | +15.0% | +7.7% | +7.4% | +13.6% |
| 3M | +24.1% | +30.2% | -6.1% | +18.8% |
| 6M | +2.7% | +69.4% | -66.7% | -6.2% |
| YTD | +12.2% | +30.6% | -18.4% | +6.3% |
| 1Y | -16.3% | -10.0% | -6.3% | -16.2% |
| 3Y | -23.3% | +86.6% | -109.9% | -34.6% |
| 5Y | -4.2% | +57.1% | -61.3% | -19.0% |
| All | +30.0% | +154.7% | -124.7% | -10.0% |
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