+2,012.0%
FTNT vs MOS
+8.6%
+2,003.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.3% |
| 7D | -5.8% | +9.5% | -15.4% | -7.4% |
| 30D | -4.8% | +10.4% | -15.2% | -6.6% |
| 3M | +4.4% | +12.9% | -8.5% | +1.7% |
| 6M | +88.8% | +1.2% | +87.5% | +85.8% |
| YTD | +96.8% | +9.3% | +87.5% | +90.5% |
| 1Y | +104.5% | -18.0% | +122.4% | +108.3% |
| 3Y | +156.8% | -29.0% | +185.8% | +162.7% |
| 5Y | +144.1% | -9.6% | +153.6% | +132.0% |
| All | +2,012.0% | +8.6% | +2,003.4% | +1,669.3% |
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