+862.8%
MSFT vs NTNX
+146.9%
+715.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.6% |
| 7D | -3.5% | -3.9% | +0.4% | -2.7% |
| 30D | -2.1% | +1.7% | -3.8% | -2.5% |
| 3M | +24.2% | +31.7% | -7.6% | +17.3% |
| 6M | +21.9% | +69.4% | -47.5% | +9.2% |
| YTD | +2.5% | +26.6% | -24.1% | -3.1% |
| 1Y | -0.8% | -15.2% | +14.4% | +0.7% |
| 3Y | +50.8% | +80.9% | -30.1% | +28.4% |
| 5Y | +73.5% | +53.3% | +20.2% | +46.0% |
| All | +862.8% | +146.9% | +715.9% | +603.4% |
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 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