+69.2%
FTNT vs MTSI
+183.3%
-114.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -6.2% |
| 7D | -12.7% | -10.0% | -2.7% | -10.4% |
| 30D | -37.2% | -37.2% | 0.0% | -28.6% |
| 3M | -25.8% | -30.1% | +4.3% | -19.6% |
| 6M | +32.1% | -31.9% | +64.0% | +40.6% |
| YTD | +49.7% | +23.2% | +26.5% | +23.5% |
| 1Y | +47.6% | +26.4% | +21.2% | +19.8% |
| 3Y | +137.2% | +186.2% | -48.9% | +19.5% |
| All | +69.2% | +183.3% | -114.1% | -16.2% |
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