+141.6%
FTNT vs MAGS
+126.5%
+15.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | -4.3% | +0.4% | -4.7% | -4.5% |
| 3M | +13.6% | +5.6% | +8.0% | +10.1% |
| 6M | +87.6% | +12.3% | +75.3% | +75.5% |
| YTD | +98.0% | +5.1% | +92.9% | +92.1% |
| 1Y | +96.9% | +14.0% | +83.0% | +83.1% |
| All | +141.6% | +126.5% | +15.1% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling