+575.8%
MTSI vs NTNX
+152.6%
+423.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.4% |
| 7D | +11.1% | +0.1% | +11.0% | +11.0% |
| 30D | -3.7% | +3.8% | -7.5% | -4.9% |
| 3M | -20.2% | +31.9% | -52.2% | -27.0% |
| 6M | +30.8% | +68.5% | -37.7% | +9.5% |
| YTD | +67.0% | +29.5% | +37.5% | +49.9% |
| 1Y | +120.4% | -11.6% | +132.1% | +120.0% |
| 3Y | +260.4% | +85.1% | +175.3% | +181.2% |
| 5Y | +356.3% | +54.8% | +301.4% | +254.1% |
| All | +575.8% | +152.6% | +423.2% | +314.7% |
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