+153.0%
FTNT vs MAR
+158.8%
-5.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | -4.3% | -4.7% | +0.4% | -2.3% |
| 3M | +13.6% | -15.6% | +29.2% | +22.3% |
| 6M | +87.6% | +1.2% | +86.4% | +81.6% |
| YTD | +98.0% | +7.5% | +90.5% | +84.0% |
| 1Y | +96.9% | +26.6% | +70.3% | +65.3% |
| 3Y | +145.4% | +66.0% | +79.4% | +73.1% |
| 5Y | +153.0% | +154.1% | -1.1% | +45.6% |
| All | +153.0% | +158.8% | -5.8% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling