+275.2%
MSTR vs NTNX
+80.9%
+194.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.1% |
| 7D | -11.2% | -3.9% | -7.3% | -9.6% |
| 30D | +33.8% | +1.7% | +32.1% | +33.4% |
| 3M | +11.5% | +31.7% | -20.3% | -1.0% |
| 6M | -7.2% | +69.4% | -76.5% | -27.9% |
| YTD | -15.4% | +26.6% | -42.0% | -25.2% |
| 1Y | -60.6% | -15.2% | -45.4% | -58.3% |
| All | +275.2% | +80.9% | +194.2% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling