+1,789.3%
FTNT vs MOS
+8.6%
+1,780.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -12.7% | +21.6% | -34.3% | -15.8% |
| 30D | -37.2% | +12.0% | -49.2% | -38.6% |
| 3M | -25.8% | -3.9% | -21.9% | -25.8% |
| 6M | +32.1% | -3.3% | +35.4% | +31.1% |
| YTD | +49.7% | -4.6% | +54.3% | +47.6% |
| 1Y | +47.6% | -7.0% | +54.5% | +45.9% |
| 3Y | +137.2% | -24.4% | +161.6% | +138.0% |
| 5Y | +74.2% | -32.1% | +106.3% | +74.2% |
| All | +1,789.3% | +8.6% | +1,780.7% | +1,562.1% |
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