+137.2%
FTNT vs MOD
+129.2%
+8.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.7% | -3.6% |
| 7D | -12.7% | -25.5% | +12.9% | -10.2% |
| 30D | -37.2% | -49.0% | +11.8% | -32.9% |
| 3M | -25.8% | -49.8% | +24.0% | -20.8% |
| 6M | +32.1% | -64.8% | +96.9% | +45.4% |
| YTD | +49.7% | -27.6% | +77.3% | +47.6% |
| 1Y | +47.6% | -35.2% | +82.8% | +47.1% |
| 3Y | +137.2% | +137.1% | +0.1% | +69.8% |
| All | +137.2% | +129.2% | +8.0% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling