+1,868.3%
FTNT vs MTSI
+454.4%
+1,413.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -3.5% | -3.8% | +0.3% | -3.2% |
| 30D | -36.5% | -31.4% | -5.2% | -30.7% |
| 3M | -24.7% | -23.8% | -1.0% | -21.1% |
| 6M | +8.3% | -37.1% | +45.4% | +17.1% |
| YTD | +55.6% | +32.2% | +23.4% | +33.9% |
| 1Y | +50.2% | +26.9% | +23.2% | +30.4% |
| 3Y | +143.2% | +193.7% | -50.6% | +58.8% |
| 5Y | +85.5% | +218.0% | -132.6% | +16.2% |
| 10Y | +1,868.3% | +477.8% | +1,390.5% | +815.7% |
| All | +1,868.3% | +454.4% | +1,413.9% | +815.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling