+549.3%
MTSI vs NTNX
+148.8%
+400.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +2.2% | -3.1% | +5.4% | +3.2% |
| 30D | -11.5% | +2.0% | -13.5% | -12.2% |
| 3M | -26.6% | +34.0% | -60.6% | -33.2% |
| 6M | +23.5% | +72.4% | -48.9% | +2.7% |
| YTD | +60.5% | +27.5% | +33.0% | +44.7% |
| 1Y | +109.7% | -18.7% | +128.5% | +114.9% |
| 3Y | +247.8% | +80.8% | +167.1% | +173.3% |
| 5Y | +328.4% | +54.5% | +273.9% | +232.7% |
| All | +549.3% | +148.8% | +400.5% | +300.3% |
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 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