+157.5%
FTNT vs MOS
-28.7%
+186.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.4% |
| 7D | +5.7% | -2.6% | +8.3% | +5.9% |
| 30D | -32.1% | +13.5% | -45.5% | -32.7% |
| 3M | -19.5% | -2.9% | -16.6% | -19.6% |
| 6M | +13.8% | -1.0% | +14.8% | +13.1% |
| YTD | +63.1% | -7.2% | +70.3% | +62.7% |
| 1Y | +57.7% | -11.4% | +69.1% | +57.9% |
| All | +157.5% | -28.7% | +186.2% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling