+103.8%
MSTR vs NTNX
+54.0%
+49.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | -8.3% | -3.1% | -5.1% | -6.7% |
| 30D | +38.1% | +2.0% | +36.1% | +37.4% |
| 3M | +9.0% | +34.0% | -25.0% | -5.9% |
| 6M | -5.3% | +72.4% | -77.7% | -29.9% |
| YTD | -13.8% | +27.5% | -41.3% | -25.7% |
| 1Y | -59.8% | -18.7% | -41.1% | -56.5% |
| 3Y | +282.2% | +80.8% | +201.4% | +150.9% |
| All | +103.8% | +54.0% | +49.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling