+112.7%
FTNT vs MSTU
-88.1%
+200.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +1.5% |
| 7D | +1.6% | -22.0% | +23.6% | +3.1% |
| 30D | -1.9% | +60.3% | -62.2% | -5.4% |
| 3M | +14.4% | -3.7% | +18.1% | +12.6% |
| 6M | +88.7% | -45.2% | +133.8% | +89.0% |
| YTD | +100.0% | -64.3% | +164.4% | +101.0% |
| 1Y | +99.9% | -94.0% | +193.9% | +123.0% |
| All | +112.7% | -88.1% | +200.8% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling