+162.8%
FTNT vs MRSH
+18.2%
+144.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | -0.1% | -4.8% | +4.6% | +2.8% |
| 30D | -3.0% | -6.3% | +3.4% | +0.7% |
| 3M | +7.6% | +5.8% | +1.8% | +2.0% |
| 6M | +87.0% | +2.8% | +84.2% | +79.8% |
| YTD | +96.5% | -3.1% | +99.7% | +95.0% |
| 1Y | +92.9% | -11.3% | +104.2% | +103.8% |
| 3Y | +139.8% | -5.0% | +144.8% | +125.7% |
| All | +162.8% | +18.2% | +144.6% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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