+53.1%
FTNT vs MOS
-7.3%
+60.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | -1.0% | +5.5% | -6.5% | -0.9% |
| 30D | -33.6% | +21.0% | -54.6% | -33.5% |
| 3M | -20.9% | -0.5% | -20.4% | -21.0% |
| 6M | +11.0% | +6.6% | +4.4% | +10.3% |
| YTD | +61.3% | -2.8% | +64.1% | +65.1% |
| 1Y | +53.1% | -8.1% | +61.2% | +57.3% |
| All | +53.1% | -7.3% | +60.4% | +57.3% |
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 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