+7,554.6%
FTNT vs MSI
+1,804.3%
+5,750.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | +7.1% | +3.2% | +3.8% | +5.3% |
| 30D | -30.9% | +17.6% | -48.5% | -36.7% |
| 3M | -23.1% | +14.5% | -37.6% | -28.7% |
| 6M | +8.1% | +34.3% | -26.2% | -8.5% |
| YTD | +60.2% | +39.7% | +20.5% | +30.2% |
| 1Y | +57.0% | +40.2% | +16.8% | +27.2% |
| 3Y | +152.9% | +77.1% | +75.8% | +75.5% |
| 5Y | +85.9% | +124.0% | -38.1% | +13.1% |
| 10Y | +1,896.5% | +665.5% | +1,231.1% | +533.5% |
| All | +7,554.6% | +1,804.3% | +5,750.4% | +1,340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling