+9,457.8%
FTNT vs MRSH
+954.3%
+8,503.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +1.6% | -5.9% | +7.5% | +5.8% |
| 30D | -1.9% | -7.3% | +5.4% | +3.0% |
| 3M | +14.4% | +6.7% | +7.7% | +7.6% |
| 6M | +88.7% | +3.0% | +85.7% | +80.9% |
| YTD | +100.0% | -2.9% | +102.9% | +97.8% |
| 1Y | +99.9% | -9.0% | +108.8% | +105.5% |
| 3Y | +147.9% | -4.3% | +152.2% | +139.9% |
| 5Y | +155.8% | +19.4% | +136.4% | +111.8% |
| 10Y | +2,121.1% | +218.1% | +1,903.0% | +770.3% |
| All | +9,457.8% | +954.3% | +8,503.4% | +1,397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling