+92.9%
FTNT vs MKSI
+142.7%
-49.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -1.9% |
| 7D | -0.1% | +2.7% | -2.8% | -0.4% |
| 30D | -3.0% | -12.8% | +9.8% | -1.9% |
| 3M | +7.6% | -22.5% | +30.1% | +9.2% |
| 6M | +87.0% | +19.4% | +67.6% | +83.0% |
| YTD | +96.5% | +67.7% | +28.8% | +86.2% |
| 1Y | +92.9% | +131.4% | -38.5% | +73.4% |
| All | +92.9% | +142.7% | -49.8% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling