+42.5%
FTNT vs MAGS
+0.8%
+41.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.9% | -0.4% | -1.7% |
| 7D | -11.9% | -4.1% | -7.8% | -9.1% |
| 30D | -35.9% | -9.5% | -26.4% | -31.0% |
| 3M | -25.4% | -2.3% | -23.1% | -23.2% |
| 6M | +36.2% | -0.4% | +36.6% | +38.4% |
| YTD | +54.3% | +1.3% | +52.9% | +58.7% |
| 1Y | +42.5% | +0.4% | +42.1% | +47.9% |
| All | +42.5% | +0.8% | +41.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling