+104.5%
FTNT vs MAGS
+15.9%
+88.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | -5.8% | +0.5% | -6.4% | -6.2% |
| 30D | -4.8% | +1.5% | -6.3% | -5.6% |
| 3M | +4.4% | +0.5% | +4.0% | +4.1% |
| 6M | +88.8% | +11.6% | +77.2% | +76.9% |
| YTD | +96.8% | +5.3% | +91.5% | +92.8% |
| 1Y | +104.5% | +14.9% | +89.6% | +93.3% |
| All | +104.5% | +15.9% | +88.6% | +93.3% |
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