+144.5%
FTNT vs MAS
+61.2%
+83.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -1.9% | -5.1% |
| 7D | -11.9% | +4.6% | -16.5% | -12.2% |
| 30D | -35.9% | +19.9% | -55.8% | -37.1% |
| 3M | -25.4% | +8.9% | -34.3% | -25.8% |
| 6M | +36.2% | +20.2% | +16.1% | +32.6% |
| YTD | +54.3% | +33.9% | +20.4% | +45.0% |
| 1Y | +42.5% | +34.7% | +7.8% | +33.6% |
| All | +144.5% | +61.2% | +83.3% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling