+89.9%
FTNT vs MAGS
+184.9%
-95.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | +7.1% | +1.7% | +5.4% | +6.1% |
| 30D | -30.9% | -5.8% | -25.1% | -28.3% |
| 3M | -23.1% | +0.2% | -23.4% | -22.8% |
| 6M | +8.1% | -2.7% | +10.7% | +9.9% |
| YTD | +60.2% | +4.1% | +56.1% | +57.1% |
| 1Y | +57.0% | +7.5% | +49.5% | +51.3% |
| 3Y | +152.9% | +122.0% | +30.9% | +66.0% |
| All | +89.9% | +184.9% | -95.1% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling