+89.3%
FTNT vs MOD
+815.4%
-726.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +5.7% | +16.1% | -10.4% | +3.8% |
| 30D | -32.1% | -38.5% | +6.4% | -28.4% |
| 3M | -19.5% | -46.8% | +27.4% | -14.0% |
| 6M | +13.8% | -61.6% | +75.4% | +25.2% |
| YTD | +63.1% | -20.5% | +83.7% | +60.1% |
| 1Y | +57.7% | -28.0% | +85.7% | +56.2% |
| 3Y | +154.9% | +134.9% | +20.0% | +101.4% |
| 5Y | +89.3% | +833.2% | -743.9% | +8.0% |
| All | +89.3% | +815.4% | -726.2% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling