+153.9%
FTNT vs MSFU
+85.8%
+68.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.8% | +8.4% | +5.1% |
| 7D | -1.0% | -12.7% | +11.7% | +3.1% |
| 30D | -33.6% | -9.0% | -24.6% | -31.9% |
| 3M | -20.9% | +2.9% | -23.8% | -22.0% |
| 6M | +11.0% | +43.5% | -32.6% | -3.4% |
| YTD | +61.3% | -2.4% | +63.7% | +56.8% |
| 1Y | +53.1% | -13.5% | +66.6% | +54.8% |
| 3Y | +152.1% | +19.2% | +132.8% | +110.9% |
| All | +153.9% | +85.8% | +68.2% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling