+682.2%
MSTR vs NTNX
+148.8%
+533.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -8.3% | -3.1% | -5.1% | -7.4% |
| 30D | +38.1% | +2.0% | +36.1% | +37.7% |
| 3M | +9.0% | +34.0% | -25.0% | +0.3% |
| 6M | -5.3% | +72.4% | -77.7% | -19.8% |
| YTD | -13.8% | +27.5% | -41.3% | -20.5% |
| 1Y | -59.8% | -18.7% | -41.1% | -58.1% |
| 3Y | +282.2% | +80.8% | +201.4% | +217.9% |
| 5Y | +112.8% | +54.5% | +58.3% | +73.2% |
| All | +682.2% | +148.8% | +533.4% | +466.6% |
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 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