+51.8%
FTNT vs MAR
+62.0%
-10.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +1.4% |
| 7D | -25.7% | +7.7% | -33.4% | -24.6% |
| 30D | -29.7% | +19.4% | -49.1% | -27.9% |
| 3M | -23.1% | +23.3% | -46.4% | -20.9% |
| 6M | +45.0% | +22.8% | +22.1% | +48.3% |
| YTD | +62.9% | +37.8% | +25.2% | +62.9% |
| 1Y | +51.8% | +57.4% | -5.5% | +42.8% |
| All | +51.8% | +62.0% | -10.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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