+104.5%
FTNT vs MOH
+18.1%
+86.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -4.8% | +2.9% | -7.7% | -4.5% |
| 3M | +4.4% | +4.1% | +0.3% | +5.5% |
| 6M | +88.8% | +33.8% | +54.9% | +96.0% |
| YTD | +96.8% | +15.7% | +81.1% | +103.9% |
| 1Y | +104.5% | +17.5% | +86.9% | +112.7% |
| All | +104.5% | +18.1% | +86.3% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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