+2,748.9%
FTNT vs MTSI
+1,308.1%
+1,440.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.9% |
| 7D | -5.8% | +1.4% | -7.2% | -6.2% |
| 30D | -4.8% | +2.1% | -6.9% | -6.1% |
| 3M | +4.4% | -29.7% | +34.2% | +12.4% |
| 6M | +88.8% | +12.5% | +76.2% | +77.0% |
| YTD | +96.8% | +57.0% | +39.8% | +67.0% |
| 1Y | +104.5% | +103.9% | +0.5% | +59.6% |
| 3Y | +156.8% | +223.6% | -66.8% | +71.5% |
| 5Y | +144.1% | +321.6% | -177.5% | +50.6% |
| 10Y | +2,021.8% | +517.7% | +1,504.1% | +937.5% |
| All | +2,748.9% | +1,308.1% | +1,440.8% | +1,025.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling