+9,290.5%
FTNT vs MKSI
+1,871.1%
+7,419.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.5% |
| 7D | -0.1% | +2.7% | -2.8% | -1.1% |
| 30D | -3.0% | -12.8% | +9.8% | +1.4% |
| 3M | +7.6% | -22.5% | +30.1% | +14.0% |
| 6M | +87.0% | +19.4% | +67.6% | +66.8% |
| YTD | +96.5% | +67.7% | +28.8% | +52.6% |
| 1Y | +92.9% | +131.4% | -38.5% | +30.0% |
| 3Y | +139.8% | +197.3% | -57.5% | +29.4% |
| 5Y | +151.3% | +87.0% | +64.4% | +59.2% |
| 10Y | +2,082.2% | +522.1% | +1,560.1% | +597.6% |
| All | +9,290.5% | +1,871.1% | +7,419.4% | +1,879.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling