+32.1%
FTNT vs MTSI
-31.6%
+63.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -4.8% |
| 7D | -12.7% | -10.0% | -2.7% | -11.1% |
| 30D | -37.2% | -37.2% | 0.0% | -33.1% |
| 3M | -25.8% | -30.1% | +4.3% | -22.0% |
| 6M | +32.1% | -31.9% | +64.0% | +37.8% |
| All | +32.1% | -31.6% | +63.7% | +37.8% |
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