+104.5%
FTNT vs MSTZ
-29.5%
+133.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | +0.1% |
| 7D | -5.8% | -29.7% | +23.9% | -7.3% |
| 30D | -4.8% | -65.3% | +60.5% | -9.0% |
| 3M | +4.4% | -57.3% | +61.8% | +2.8% |
| 6M | +88.8% | -61.6% | +150.4% | +86.2% |
| YTD | +96.8% | -78.3% | +175.1% | +90.2% |
| 1Y | +104.5% | -30.2% | +134.7% | +128.0% |
| All | +104.5% | -29.5% | +133.9% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling