+1,910.4%
FTNT vs MAS
+215.0%
+1,695.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +7.1% | +3.0% | +4.1% | +5.9% |
| 30D | -30.9% | +22.4% | -53.3% | -36.5% |
| 3M | -23.1% | +14.5% | -37.6% | -27.7% |
| 6M | +8.1% | +27.1% | -19.0% | -4.0% |
| YTD | +60.2% | +35.8% | +24.4% | +35.4% |
| 1Y | +57.0% | +39.4% | +17.6% | +30.8% |
| 3Y | +152.9% | +60.3% | +92.7% | +88.9% |
| 5Y | +85.9% | +39.4% | +46.5% | +45.1% |
| All | +1,910.4% | +215.0% | +1,695.4% | +957.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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