+606.0%
MSI vs NTNX
+148.8%
+457.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.4% | -3.1% | +2.7% | -0.1% |
| 30D | -0.8% | +2.0% | -2.7% | -1.1% |
| 3M | +13.9% | +34.0% | -20.0% | +10.1% |
| 6M | +1.3% | +72.4% | -71.0% | -5.2% |
| YTD | +22.3% | +27.5% | -5.2% | +18.0% |
| 1Y | -3.9% | -18.7% | +14.9% | -2.6% |
| 3Y | +69.9% | +80.8% | -10.9% | +53.0% |
| 5Y | +103.8% | +54.5% | +49.3% | +81.1% |
| All | +606.0% | +148.8% | +457.3% | +461.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling