+9,303.7%
FTNT vs MOS
-35.0%
+9,338.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.3% |
| 7D | -5.8% | +9.5% | -15.4% | -7.7% |
| 30D | -4.8% | +10.4% | -15.2% | -7.0% |
| 3M | +4.4% | +12.9% | -8.5% | +1.1% |
| 6M | +88.8% | +1.2% | +87.5% | +85.2% |
| YTD | +96.8% | +9.3% | +87.5% | +89.3% |
| 1Y | +104.5% | -18.0% | +122.4% | +108.6% |
| 3Y | +156.8% | -29.0% | +185.8% | +163.0% |
| 5Y | +144.1% | -9.6% | +153.6% | +127.9% |
| 10Y | +2,021.8% | +6.1% | +2,015.7% | +1,579.7% |
| All | +9,303.7% | -35.0% | +9,338.7% | +8,366.6% |
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