+9,457.8%
FTNT vs MOH
+1,238.2%
+8,219.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | +0.4% |
| 7D | +1.6% | -1.3% | +2.9% | +1.8% |
| 30D | -1.9% | +3.0% | -4.8% | -2.6% |
| 3M | +14.4% | +1.2% | +13.2% | +13.7% |
| 6M | +88.7% | +41.7% | +46.9% | +74.0% |
| YTD | +100.0% | +15.4% | +84.6% | +88.9% |
| 1Y | +99.9% | +11.8% | +88.1% | +88.2% |
| 3Y | +147.9% | -37.5% | +185.4% | +151.7% |
| 5Y | +155.8% | -20.6% | +176.5% | +143.9% |
| 10Y | +2,121.1% | +255.8% | +1,865.3% | +1,321.9% |
| All | +9,457.8% | +1,238.2% | +8,219.6% | +3,237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling