+96.0%
FTNT vs MOD
+40.7%
+55.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | -2.7% | +6.3% | -9.0% | -2.9% |
| 30D | -1.4% | -1.7% | +0.3% | -1.4% |
| 3M | +10.1% | -30.1% | +40.2% | +11.1% |
| 6M | +88.2% | +2.7% | +85.5% | +87.0% |
| YTD | +98.3% | +44.1% | +54.2% | +90.8% |
| 1Y | +96.0% | +38.7% | +57.2% | +90.9% |
| All | +96.0% | +40.7% | +55.2% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling