-0.8%
MSFT vs NTNX
+0.3%
-1.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | +2.7% | +11.6% | -8.9% | -0.2% |
| 3M | +17.0% | +23.8% | -6.9% | +10.4% |
| 6M | +23.8% | +68.8% | -45.0% | +9.1% |
| YTD | +4.0% | +31.7% | -27.7% | -8.6% |
| 1Y | -0.8% | -0.9% | +0.1% | -12.7% |
| All | -0.8% | +0.3% | -1.1% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling