+162.8%
FTNT vs MKSI
+84.1%
+78.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.3% |
| 7D | -0.1% | +2.7% | -2.8% | -0.9% |
| 30D | -3.0% | -12.8% | +9.8% | +0.5% |
| 3M | +7.6% | -22.5% | +30.1% | +12.7% |
| 6M | +87.0% | +19.4% | +67.6% | +70.1% |
| YTD | +96.5% | +67.7% | +28.8% | +58.9% |
| 1Y | +92.9% | +131.4% | -38.5% | +37.9% |
| 3Y | +139.8% | +197.3% | -57.5% | +35.5% |
| All | +162.8% | +84.1% | +78.7% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling