+79.5%
FTNT vs MAS
+41.7%
+37.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -1.9% | -4.3% |
| 7D | -11.9% | +4.6% | -16.5% | -13.1% |
| 30D | -35.9% | +19.9% | -55.8% | -39.8% |
| 3M | -25.4% | +8.9% | -34.3% | -27.9% |
| 6M | +36.2% | +20.2% | +16.1% | +25.6% |
| YTD | +54.3% | +33.9% | +20.4% | +33.4% |
| 1Y | +42.5% | +34.7% | +7.8% | +22.6% |
| 3Y | +142.7% | +60.4% | +82.3% | +78.6% |
| 5Y | +79.5% | +43.5% | +36.1% | +44.4% |
| All | +79.5% | +41.7% | +37.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling