-99.2%
MSTZ vs NTNX
+16.4%
-115.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +7.4% |
| 7D | -25.4% | +1.2% | -26.6% | -23.7% |
| 30D | -60.9% | +7.7% | -68.6% | -56.5% |
| 3M | -54.2% | +30.2% | -84.3% | -38.0% |
| 6M | -65.0% | +69.4% | -134.4% | -37.1% |
| YTD | -76.5% | +30.6% | -107.1% | -64.7% |
| 1Y | -23.4% | -10.0% | -13.4% | -23.5% |
| All | -99.2% | +16.4% | -115.5% | -98.3% |
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