+162.8%
FTNT vs MOH
-19.7%
+182.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -1.9% |
| 7D | -0.1% | +1.7% | -1.8% | -0.3% |
| 30D | -3.0% | -0.9% | -2.1% | -2.9% |
| 3M | +7.6% | +5.7% | +1.9% | +7.1% |
| 6M | +87.0% | +39.1% | +47.8% | +81.5% |
| YTD | +96.5% | +17.7% | +78.9% | +92.4% |
| 1Y | +92.9% | +8.4% | +84.6% | +90.1% |
| 3Y | +139.8% | -36.6% | +176.4% | +142.2% |
| All | +162.8% | -19.7% | +182.5% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling