+110.9%
FTNT vs MSTU
-86.5%
+197.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.4% | +1.3% |
| 7D | -2.7% | +16.1% | -18.8% | -4.0% |
| 30D | -1.4% | +68.7% | -70.0% | -5.2% |
| 3M | +10.1% | -11.0% | +21.1% | +8.9% |
| 6M | +88.2% | -33.4% | +121.6% | +86.2% |
| YTD | +98.3% | -59.5% | +157.8% | +97.8% |
| 1Y | +96.0% | -93.4% | +189.3% | +117.2% |
| All | +110.9% | -86.5% | +197.3% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3y: compounded portfolio wealth divided by compounded MSTU 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…
3y analysis · Full analysis span regression · 6 months rolling