+152.4%
FTNT vs MAS
+29.0%
+123.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | -5.8% | -0.8% | -5.1% | -5.8% |
| 30D | -4.8% | -5.6% | +0.8% | -4.1% |
| 3M | +4.4% | +4.4% | 0.0% | +3.1% |
| 6M | +88.8% | +7.2% | +81.6% | +84.6% |
| YTD | +96.8% | +16.1% | +80.7% | +87.7% |
| 1Y | +104.5% | +0.1% | +104.4% | +102.4% |
| All | +152.4% | +29.0% | +123.4% | +141.8% |
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