+7,685.2%
FTNT vs MAS
+799.0%
+6,886.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -1.1% |
| 7D | -25.7% | +14.2% | -39.8% | -29.8% |
| 30D | -29.7% | +26.8% | -56.5% | -36.3% |
| 3M | -23.1% | +13.1% | -36.2% | -27.6% |
| 6M | +45.0% | +27.9% | +17.1% | +28.6% |
| YTD | +62.9% | +38.7% | +24.3% | +37.5% |
| 1Y | +51.8% | +40.4% | +11.5% | +27.2% |
| 3Y | +156.3% | +66.1% | +90.2% | +94.2% |
| 5Y | +91.2% | +47.4% | +43.8% | +50.1% |
| 10Y | +1,995.0% | +238.3% | +1,756.7% | +1,047.2% |
| All | +7,685.2% | +799.0% | +6,886.2% | +2,460.7% |
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