+110.9%
FTNT vs MSTZ
-99.2%
+210.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.2% | -7.4% | +1.3% |
| 7D | -2.7% | -25.4% | +22.7% | -3.9% |
| 30D | -1.4% | -60.9% | +59.5% | -5.3% |
| 3M | +10.1% | -54.2% | +64.3% | +8.3% |
| 6M | +88.2% | -65.0% | +153.2% | +84.1% |
| YTD | +98.3% | -76.5% | +174.8% | +94.6% |
| 1Y | +96.0% | -23.4% | +119.3% | +111.0% |
| All | +110.9% | -99.2% | +210.1% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling