+1,828.7%
FTNT vs MOD
+1,005.7%
+822.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.9% | -6.8% | +1.9% |
| 7D | -3.0% | -13.9% | +11.0% | -1.7% |
| 30D | -37.1% | -41.5% | +4.4% | -33.5% |
| 3M | -23.3% | -45.7% | +22.4% | -18.6% |
| 6M | +7.4% | -61.1% | +68.5% | +17.4% |
| YTD | +54.2% | -20.5% | +74.7% | +52.7% |
| 1Y | +49.7% | -32.1% | +81.9% | +50.5% |
| 3Y | +146.6% | +146.5% | +0.1% | +104.1% |
| 5Y | +75.4% | +812.7% | -737.3% | +19.7% |
| 10Y | +1,828.7% | +966.8% | +861.8% | +1,143.9% |
| All | +1,828.7% | +1,005.7% | +822.9% | +1,143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling