+112.7%
FTNT vs MSTZ
-99.1%
+211.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | +1.4% |
| 7D | +1.6% | +24.8% | -23.2% | +3.0% |
| 30D | -1.9% | -59.2% | +57.3% | -5.5% |
| 3M | +14.4% | -56.9% | +71.2% | +12.0% |
| 6M | +88.7% | -57.6% | +146.2% | +86.8% |
| YTD | +100.0% | -73.6% | +173.6% | +97.7% |
| 1Y | +99.9% | -15.6% | +115.4% | +116.5% |
| All | +112.7% | -99.1% | +211.8% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling