+1,910.4%
FTNT vs MOD
+915.9%
+994.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.3% |
| 7D | -1.0% | +8.2% | -9.2% | -1.9% |
| 30D | -33.6% | -38.2% | +4.6% | -30.2% |
| 3M | -20.9% | -46.2% | +25.3% | -15.9% |
| 6M | +11.0% | -62.5% | +73.5% | +21.9% |
| YTD | +61.3% | -20.1% | +81.4% | +59.6% |
| 1Y | +53.1% | -29.7% | +82.8% | +53.3% |
| 3Y | +152.1% | +136.2% | +15.9% | +109.6% |
| 5Y | +90.1% | +820.4% | -730.2% | +29.5% |
| 10Y | +1,910.4% | +839.8% | +1,070.5% | +1,190.4% |
| All | +1,910.4% | +915.9% | +994.5% | +1,190.4% |
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