+133.3%
FTNT vs MAGS
+188.2%
-54.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | -5.8% | +0.5% | -6.4% | -6.1% |
| 30D | -4.8% | +1.5% | -6.3% | -5.5% |
| 3M | +4.4% | +0.5% | +4.0% | +4.0% |
| 6M | +88.8% | +11.6% | +77.2% | +77.3% |
| YTD | +96.8% | +5.3% | +91.5% | +90.8% |
| 1Y | +104.5% | +14.9% | +89.6% | +89.3% |
| 3Y | +156.8% | +128.9% | +27.9% | +65.2% |
| All | +133.3% | +188.2% | -54.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling