+211.6%
FTNT vs MSFU
+70.7%
+140.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.7% | -2.3% | +4.1% | +2.4% |
| 30D | -4.3% | -6.3% | +2.0% | -2.5% |
| 3M | +13.6% | +40.0% | -26.3% | +0.2% |
| 6M | +87.6% | +30.1% | +57.5% | +68.2% |
| YTD | +98.0% | -10.3% | +108.3% | +98.2% |
| 1Y | +96.9% | -19.0% | +115.9% | +103.1% |
| 3Y | +145.4% | +25.8% | +119.6% | +97.7% |
| All | +211.6% | +70.7% | +140.9% | +108.8% |
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