+140.7%
MS vs NTNX
+49.8%
+90.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.9% |
| 7D | -2.1% | -3.9% | +1.8% | -1.4% |
| 30D | -1.1% | +1.7% | -2.8% | -1.5% |
| 3M | +3.5% | +31.7% | -28.3% | -1.5% |
| 6M | +33.7% | +69.4% | -35.6% | +21.1% |
| YTD | +21.8% | +26.6% | -4.8% | +15.7% |
| 1Y | +41.1% | -15.2% | +56.3% | +43.4% |
| 3Y | +174.5% | +80.9% | +93.6% | +141.2% |
| 5Y | +140.7% | +53.3% | +87.3% | +123.6% |
| All | +140.7% | +49.8% | +90.9% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling