+1,924.3%
FTNT vs MSI
+670.1%
+1,254.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +2.9% |
| 7D | -1.0% | +7.7% | -8.7% | -4.8% |
| 30D | -33.6% | +19.9% | -53.5% | -39.9% |
| 3M | -20.9% | +14.9% | -35.8% | -26.8% |
| 6M | +11.0% | +37.2% | -26.3% | -7.5% |
| YTD | +61.3% | +40.8% | +20.5% | +29.7% |
| 1Y | +53.1% | +38.1% | +15.0% | +24.4% |
| 3Y | +152.1% | +77.7% | +74.4% | +70.7% |
| 5Y | +90.1% | +129.0% | -38.9% | +9.4% |
| All | +1,924.3% | +670.1% | +1,254.2% | +544.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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