+2,024.1%
FTNT vs MAS
+137.9%
+1,886.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | -5.8% | -0.8% | -5.1% | -5.6% |
| 30D | -4.8% | -5.6% | +0.8% | -2.9% |
| 3M | +4.4% | +4.4% | 0.0% | +1.3% |
| 6M | +88.8% | +7.2% | +81.6% | +78.9% |
| YTD | +96.8% | +16.1% | +80.7% | +78.5% |
| 1Y | +104.5% | +0.1% | +104.4% | +97.3% |
| 3Y | +156.8% | +28.3% | +128.5% | +112.2% |
| 5Y | +144.1% | +30.5% | +113.6% | +96.6% |
| All | +2,024.1% | +137.9% | +1,886.2% | +1,167.4% |
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