+602.6%
MSI vs NTNX
+146.9%
+455.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.1% |
| 7D | -1.8% | -3.9% | +2.1% | -1.3% |
| 30D | -0.6% | +1.7% | -2.3% | -0.9% |
| 3M | +13.0% | +31.7% | -18.7% | +9.4% |
| 6M | +0.5% | +69.4% | -68.8% | -5.8% |
| YTD | +21.7% | +26.6% | -4.9% | +17.5% |
| 1Y | -2.6% | -15.2% | +12.6% | -1.9% |
| 3Y | +69.7% | +80.9% | -11.3% | +52.8% |
| 5Y | +102.8% | +53.3% | +49.5% | +80.4% |
| All | +602.6% | +146.9% | +455.7% | +458.9% |
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