+182.7%
MS vs NTNX
+85.1%
+97.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | 0.0% | +3.8% | -3.8% | -0.7% |
| 3M | +3.0% | +31.9% | -28.9% | -2.2% |
| 6M | +35.7% | +68.5% | -32.8% | +22.1% |
| YTD | +23.3% | +29.5% | -6.2% | +16.6% |
| 1Y | +44.7% | -11.6% | +56.3% | +47.8% |
| All | +182.7% | +85.1% | +97.6% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling