+1,868.3%
FTNT vs MAS
+219.2%
+1,649.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -3.5% | +3.6% | -7.1% | -4.8% |
| 30D | -36.5% | +23.8% | -60.4% | -41.9% |
| 3M | -24.7% | +14.4% | -39.2% | -29.3% |
| 6M | +8.3% | +19.7% | -11.4% | -1.4% |
| YTD | +55.6% | +36.0% | +19.7% | +31.5% |
| 1Y | +50.2% | +40.4% | +9.8% | +24.8% |
| 3Y | +143.2% | +58.9% | +84.2% | +82.5% |
| 5Y | +85.5% | +44.5% | +40.9% | +42.5% |
| 10Y | +1,868.3% | +214.8% | +1,653.5% | +939.7% |
| All | +1,868.3% | +219.2% | +1,649.1% | +939.7% |
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