+9,303.7%
FTNT vs MSCI
+1,957.5%
+7,346.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -5.8% | +0.4% | -6.2% | -6.0% |
| 30D | -4.8% | +0.6% | -5.3% | -5.0% |
| 3M | +4.4% | -7.1% | +11.5% | +7.7% |
| 6M | +88.8% | +0.8% | +87.9% | +85.7% |
| YTD | +96.8% | +1.0% | +95.8% | +91.7% |
| 1Y | +104.5% | +4.3% | +100.1% | +93.9% |
| 3Y | +156.8% | +9.9% | +146.8% | +128.9% |
| 5Y | +144.1% | -6.8% | +150.8% | +137.0% |
| 10Y | +2,021.8% | +614.7% | +1,407.1% | +631.0% |
| All | +9,303.7% | +1,957.5% | +7,346.2% | +1,976.6% |
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