+162.8%
FTNT vs MGY
+88.8%
+74.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -0.1% | +3.5% | -3.7% | -0.9% |
| 30D | -3.0% | +5.3% | -8.2% | -4.1% |
| 3M | +7.6% | +2.6% | +4.9% | +6.5% |
| 6M | +87.0% | -3.3% | +90.2% | +86.7% |
| YTD | +96.5% | +29.2% | +67.3% | +83.2% |
| 1Y | +92.9% | +18.0% | +74.9% | +83.2% |
| 3Y | +139.8% | +30.0% | +109.8% | +118.2% |
| All | +162.8% | +88.8% | +74.0% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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