+785.9%
MS vs NTNX
+148.8%
+637.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.5% | -3.1% | +1.6% | -1.0% |
| 30D | -1.5% | +2.0% | -3.5% | -1.9% |
| 3M | +1.4% | +34.0% | -32.6% | -4.0% |
| 6M | +34.7% | +72.4% | -37.7% | +21.1% |
| YTD | +22.7% | +27.5% | -4.8% | +16.1% |
| 1Y | +40.1% | -18.7% | +58.8% | +42.9% |
| 3Y | +181.4% | +80.8% | +100.7% | +143.3% |
| 5Y | +142.6% | +54.5% | +88.1% | +107.2% |
| All | +785.9% | +148.8% | +637.2% | +541.4% |
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