+2,098.3%
FTNT vs MSI
+593.5%
+1,504.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +1.7% | -4.0% | +5.7% | +3.9% |
| 30D | -4.3% | -0.5% | -3.8% | -4.2% |
| 3M | +13.6% | +11.4% | +2.2% | +6.4% |
| 6M | +87.6% | +1.0% | +86.6% | +83.4% |
| YTD | +98.0% | +20.7% | +77.3% | +73.5% |
| 1Y | +96.9% | -2.7% | +99.6% | +94.6% |
| 3Y | +145.4% | +68.2% | +77.2% | +69.0% |
| 5Y | +153.0% | +100.0% | +53.0% | +57.9% |
| 10Y | +2,098.3% | +596.9% | +1,501.4% | +709.8% |
| All | +2,098.3% | +593.5% | +1,504.7% | +709.8% |
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