+48.8%
FTNT vs MSCI
+12.7%
+36.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.9% |
| 7D | -3.0% | +1.5% | -4.4% | -3.1% |
| 30D | -37.1% | +14.4% | -51.5% | -38.7% |
| 3M | -23.3% | +15.2% | -38.5% | -25.3% |
| 6M | +7.4% | +11.2% | -3.9% | +4.9% |
| YTD | +54.2% | +13.9% | +40.3% | +51.0% |
| All | +48.8% | +12.7% | +36.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling