+9,303.7%
FTNT vs MAS
+652.8%
+8,651.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 6M | +88.8% | +7.2% | +81.6% | +79.3% |
| YTD | +96.8% | +16.1% | +80.7% | +79.5% |
| 1Y | +104.5% | +0.1% | +104.4% | +97.4% |
| 3Y | +156.8% | +28.3% | +128.5% | +116.7% |
| 5Y | +144.1% | +30.5% | +113.6% | +102.5% |
| 10Y | +2,021.8% | +139.1% | +1,882.6% | +1,233.3% |
| All | +9,303.7% | +652.8% | +8,651.0% | +3,243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling