+7,050.4%
FTNT vs MSCI
+2,201.7%
+4,848.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -1.8% |
| 7D | -12.7% | +2.8% | -15.5% | -14.1% |
| 30D | -37.2% | +15.4% | -52.6% | -42.4% |
| 3M | -25.8% | +13.4% | -39.2% | -31.3% |
| 6M | +32.1% | +10.9% | +21.2% | +22.4% |
| YTD | +49.7% | +13.0% | +36.7% | +35.9% |
| 1Y | +47.6% | +12.0% | +35.5% | +34.4% |
| 3Y | +137.2% | +34.1% | +103.1% | +88.1% |
| 5Y | +74.2% | +3.9% | +70.3% | +58.0% |
| 10Y | +1,824.2% | +802.0% | +1,022.2% | +486.4% |
| All | +7,050.4% | +2,201.7% | +4,848.7% | +1,371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling