-42.3%
MSTR vs NTNX
-9.1%
-33.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.7% |
| 7D | -1.8% | -12.3% | +10.5% | +3.7% |
| 30D | -13.3% | -13.2% | -0.1% | -8.0% |
| 3M | +46.0% | +3.6% | +42.4% | +46.2% |
| 6M | -22.4% | +45.7% | -68.1% | -30.6% |
| YTD | -6.2% | +23.2% | -29.4% | -17.3% |
| 1Y | -42.3% | -9.1% | -33.2% | -47.2% |
| All | -42.3% | -9.1% | -33.2% | -47.2% |
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 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