+1,924.3%
FTNT vs MOS
+0.4%
+1,923.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -1.0% | +5.5% | -6.5% | -1.9% |
| 30D | -33.6% | +21.0% | -54.6% | -35.9% |
| 3M | -20.9% | -0.5% | -20.4% | -21.4% |
| 6M | +11.0% | +6.6% | +4.4% | +8.3% |
| YTD | +61.3% | -2.8% | +64.1% | +58.6% |
| 1Y | +53.1% | -8.1% | +61.2% | +51.8% |
| 3Y | +152.1% | -25.6% | +177.7% | +153.9% |
| 5Y | +90.1% | -29.8% | +119.9% | +88.9% |
| All | +1,924.3% | +0.4% | +1,923.9% | +1,600.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling