-65.1%
MSTZ vs NTNX
-9.1%
-56.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -10.8% |
| 7D | +0.7% | -12.3% | +13.1% | -9.1% |
| 30D | +16.6% | -13.2% | +29.8% | +6.1% |
| 3M | -74.7% | +3.6% | -78.3% | -73.1% |
| 6M | -43.9% | +45.7% | -89.6% | -25.8% |
| YTD | -84.0% | +23.2% | -107.3% | -76.4% |
| 1Y | -65.1% | -9.1% | -56.0% | -51.9% |
| All | -65.1% | -9.1% | -56.0% | -51.9% |
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