+7,607.6%
FTNT vs MOS
-42.2%
+7,649.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -1.0% | +5.5% | -6.5% | -2.1% |
| 30D | -33.6% | +21.0% | -54.6% | -36.4% |
| 3M | -20.9% | -0.5% | -20.4% | -21.5% |
| 6M | +11.0% | +6.6% | +4.4% | +7.8% |
| YTD | +61.3% | -2.8% | +64.1% | +58.0% |
| 1Y | +53.1% | -8.1% | +61.2% | +51.4% |
| 3Y | +152.1% | -25.6% | +177.7% | +153.8% |
| 5Y | +90.1% | -29.8% | +119.9% | +87.2% |
| 10Y | +1,910.4% | +0.6% | +1,909.8% | +1,494.7% |
| All | +7,607.6% | -42.2% | +7,649.8% | +6,963.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling