+88.8%
FTNT vs MTSI
+10.3%
+78.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | -5.8% | +1.4% | -7.2% | -6.0% |
| 30D | -4.8% | +2.1% | -6.9% | -5.8% |
| 3M | +4.4% | -29.7% | +34.2% | +9.4% |
| 6M | +88.8% | +12.5% | +76.2% | +88.8% |
| All | +88.8% | +10.3% | +78.5% | +88.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling