+2,066.2%
FTNT vs MTSI
+1,004.6%
+1,061.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -5.8% |
| 7D | -12.7% | -10.0% | -2.7% | -10.8% |
| 30D | -37.2% | -37.2% | 0.0% | -30.0% |
| 3M | -25.8% | -30.1% | +4.3% | -20.6% |
| 6M | +32.1% | -31.9% | +64.0% | +39.9% |
| YTD | +49.7% | +23.2% | +26.5% | +32.5% |
| 1Y | +47.6% | +26.4% | +21.2% | +29.3% |
| 3Y | +137.2% | +186.2% | -48.9% | +60.4% |
| 5Y | +74.2% | +187.0% | -112.9% | +15.9% |
| 10Y | +1,824.2% | +460.4% | +1,363.9% | +851.4% |
| All | +2,066.2% | +1,004.6% | +1,061.6% | +793.1% |
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