+48.8%
FTNT vs MTSI
+32.8%
+16.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.0% | -6.0% | +2.0% |
| 7D | -3.0% | +3.5% | -6.5% | -3.4% |
| 30D | -37.1% | -30.3% | -6.8% | -35.4% |
| 3M | -23.3% | -26.0% | +2.7% | -21.5% |
| 6M | +7.4% | -36.1% | +43.5% | +10.9% |
| YTD | +54.2% | +34.3% | +19.9% | +51.4% |
| All | +48.8% | +32.8% | +16.1% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling