-99.1%
MSTZ vs NTNX
+12.8%
-111.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +4.3% |
| 7D | +24.8% | -3.9% | +28.7% | +20.3% |
| 30D | -59.2% | +1.7% | -60.9% | -57.0% |
| 3M | -56.9% | +31.7% | -88.6% | -41.1% |
| 6M | -57.6% | +69.4% | -126.9% | -23.3% |
| YTD | -73.6% | +26.6% | -100.1% | -61.5% |
| 1Y | -15.6% | -15.2% | -0.4% | -20.9% |
| All | -99.1% | +12.8% | -111.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling