-88.0%
MSTU vs NTNX
+13.7%
-101.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.8% |
| 7D | -16.6% | -3.1% | -13.4% | -13.6% |
| 30D | +69.7% | +2.0% | +67.7% | +70.1% |
| 3M | -7.5% | +34.0% | -41.4% | -29.6% |
| 6M | -43.1% | +72.4% | -115.5% | -69.0% |
| YTD | -63.0% | +27.5% | -90.6% | -71.5% |
| 1Y | -93.8% | -18.7% | -75.0% | -91.7% |
| All | -88.0% | +13.7% | -101.6% | -89.3% |
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