+568.4%
MA vs FTNT
+1,844.8%
-1,276.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.8% | -3.5% | +5.3% | +2.8% |
| 30D | +11.8% | -36.5% | +48.4% | +24.7% |
| 3M | +17.2% | -24.7% | +41.9% | +23.7% |
| 6M | +33.4% | +8.3% | +25.1% | +25.5% |
| YTD | +16.1% | +55.6% | -39.5% | -3.3% |
| 1Y | +19.9% | +50.2% | -30.3% | +0.8% |
| 3Y | +70.1% | +143.2% | -73.1% | +15.1% |
| 5Y | +89.6% | +85.5% | +4.2% | +29.7% |
| 10Y | +568.4% | +1,868.3% | -1,299.9% | +78.9% |
| All | +568.4% | +1,844.8% | -1,276.3% | +78.9% |
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