+89.8%
FTNT vs MTSI
+206.4%
-116.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.1% |
| 7D | +7.1% | +10.0% | -2.9% | +3.8% |
| 30D | -30.9% | -20.3% | -10.5% | -26.9% |
| 3M | -23.1% | -24.4% | +1.3% | -18.6% |
| 6M | +8.1% | -39.2% | +47.3% | +20.0% |
| YTD | +60.2% | +35.5% | +24.7% | +28.3% |
| 1Y | +57.0% | +43.0% | +14.0% | +22.6% |
| 3Y | +152.9% | +196.3% | -43.3% | +28.3% |
| All | +89.8% | +206.4% | -116.6% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling