+70.4%
FTNT vs MSTU
-92.2%
+162.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -1.5% |
| 7D | +7.1% | -25.8% | +32.9% | +9.1% |
| 30D | -30.9% | -43.9% | +13.0% | -28.5% |
| 3M | -23.1% | +2.9% | -26.0% | -24.4% |
| 6M | +8.1% | -75.5% | +83.6% | +14.2% |
| YTD | +60.2% | -76.7% | +136.9% | +64.0% |
| 1Y | +57.0% | -88.9% | +146.0% | +67.7% |
| All | +70.4% | -92.2% | +162.6% | +76.8% |
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