+71.3%
MA vs FTNT
+135.3%
-64.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.2% |
| 7D | +2.3% | -12.7% | +15.0% | +3.4% |
| 30D | +14.7% | -37.2% | +51.9% | +19.2% |
| 3M | +13.5% | -25.8% | +39.3% | +15.4% |
| 6M | +33.1% | +32.1% | +1.0% | +24.0% |
| YTD | +15.1% | +49.7% | -34.6% | +4.9% |
| 1Y | +18.7% | +47.6% | -28.8% | +8.4% |
| All | +71.3% | +135.3% | -64.0% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling