+153.0%
FTNT vs MOS
-4.4%
+157.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +1.7% | +1.7% | +0.1% | +1.5% |
| 30D | -4.3% | +11.7% | -15.9% | -6.1% |
| 3M | +13.6% | +23.2% | -9.6% | +9.3% |
| 6M | +87.6% | -1.6% | +89.2% | +86.2% |
| YTD | +98.0% | +10.8% | +87.2% | +91.8% |
| 1Y | +96.9% | -16.2% | +113.1% | +100.5% |
| 3Y | +145.4% | -24.2% | +169.6% | +149.4% |
| 5Y | +153.0% | -6.6% | +159.6% | +119.0% |
| All | +153.0% | -4.4% | +157.4% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling