+513.2%
MA vs FTNT
+2,069.7%
-1,556.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.5% | +1.7% | -5.2% | -4.0% |
| 30D | +0.8% | -4.3% | +5.0% | +1.6% |
| 3M | +14.8% | +13.6% | +1.2% | +9.6% |
| 6M | +10.0% | +87.6% | -77.6% | -10.7% |
| YTD | -0.1% | +98.0% | -98.1% | -20.5% |
| 1Y | -2.2% | +96.9% | -99.1% | -22.4% |
| 3Y | +39.3% | +145.4% | -106.1% | -2.6% |
| 5Y | +66.3% | +153.0% | -86.6% | +5.4% |
| 10Y | +513.2% | +2,098.3% | -1,585.0% | +62.7% |
| All | +513.2% | +2,069.7% | -1,556.5% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling