+51.8%
FTNT vs MOS
-16.2%
+68.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +17.4% | -16.4% | +0.9% |
| 7D | -25.7% | +17.9% | -43.6% | -25.7% |
| 30D | -29.7% | +1.6% | -31.3% | -29.8% |
| 3M | -23.1% | -4.0% | -19.1% | -23.3% |
| 6M | +45.0% | -4.1% | +49.1% | +43.8% |
| YTD | +62.9% | -7.8% | +70.7% | +63.9% |
| 1Y | +51.8% | -15.6% | +67.4% | +57.7% |
| All | +51.8% | -16.2% | +68.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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