+593.1%
MA vs FTNT
+1,887.8%
-1,294.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +1.3% | +7.1% | -5.8% | -0.6% |
| 30D | +9.6% | -30.9% | +40.5% | +19.4% |
| 3M | +16.8% | -23.1% | +39.9% | +22.6% |
| 6M | +35.2% | +8.1% | +27.1% | +27.4% |
| YTD | +16.6% | +60.2% | -43.6% | -3.8% |
| 1Y | +19.8% | +57.0% | -37.2% | -0.6% |
| 3Y | +70.7% | +152.9% | -82.2% | +14.2% |
| 5Y | +87.4% | +85.9% | +1.5% | +28.6% |
| All | +593.1% | +1,887.8% | -1,294.7% | +85.5% |
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