-99.1%
MSTZ vs NTNX
+13.7%
-112.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.5% | -3.0% |
| 7D | +17.0% | -3.1% | +20.2% | +13.7% |
| 30D | -61.8% | +2.0% | -63.8% | -59.6% |
| 3M | -54.6% | +34.0% | -88.5% | -36.9% |
| 6M | -59.3% | +72.4% | -131.6% | -24.9% |
| YTD | -74.6% | +27.5% | -102.1% | -62.6% |
| 1Y | -18.8% | -18.7% | -0.1% | -27.8% |
| All | -99.1% | +13.7% | -112.8% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling