+9,303.7%
FTNT vs MSI
+1,573.5%
+7,730.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | -5.8% | -3.7% | -2.2% | -4.0% |
| 30D | -4.8% | +6.8% | -11.6% | -8.5% |
| 3M | +4.4% | +14.3% | -9.9% | -3.5% |
| 6M | +88.8% | -1.6% | +90.4% | +87.1% |
| YTD | +96.8% | +22.8% | +74.0% | +71.8% |
| 1Y | +104.5% | -1.1% | +105.6% | +100.0% |
| 3Y | +156.8% | +70.5% | +86.3% | +80.1% |
| 5Y | +144.1% | +102.8% | +41.3% | +57.1% |
| 10Y | +2,021.8% | +597.4% | +1,424.4% | +608.4% |
| All | +9,303.7% | +1,573.5% | +7,730.2% | +1,800.1% |
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