+793.6%
MS vs NTNX
+154.7%
+638.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +2.5% | +1.2% | +1.3% | +2.3% |
| 30D | 0.0% | +7.7% | -7.7% | -1.4% |
| 3M | +2.4% | +30.2% | -27.7% | -2.5% |
| 6M | +36.4% | +69.4% | -33.1% | +23.0% |
| YTD | +23.8% | +30.6% | -6.8% | +16.6% |
| 1Y | +48.6% | -10.0% | +58.6% | +48.7% |
| 3Y | +179.1% | +86.6% | +92.5% | +140.0% |
| 5Y | +144.8% | +57.1% | +87.7% | +108.5% |
| All | +793.6% | +154.7% | +638.9% | +544.3% |
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