+137.1%
FTNT vs MAGS
+187.1%
-50.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | -1.8% | +3.4% | +2.6% |
| 30D | -1.9% | +1.1% | -3.0% | -2.4% |
| 3M | +14.4% | +7.7% | +6.7% | +9.7% |
| 6M | +88.7% | +11.7% | +77.0% | +77.1% |
| YTD | +100.0% | +4.9% | +95.2% | +94.3% |
| 1Y | +99.9% | +14.3% | +85.5% | +85.5% |
| 3Y | +147.9% | +128.9% | +19.0% | +59.6% |
| All | +137.1% | +187.1% | -50.0% | +35.7% |
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