+2,072.5%
FTNT vs MAR
+450.9%
+1,621.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -3.0% | -5.4% | +2.5% | -1.1% |
| 3M | +7.6% | -15.5% | +23.1% | +13.7% |
| 6M | +87.0% | +3.0% | +84.0% | +82.1% |
| YTD | +96.5% | +8.5% | +88.0% | +86.8% |
| 1Y | +92.9% | +26.0% | +67.0% | +72.3% |
| 3Y | +139.8% | +68.6% | +71.2% | +91.0% |
| 5Y | +151.3% | +157.4% | -6.1% | +73.1% |
| All | +2,072.5% | +450.9% | +1,621.6% | +1,057.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling