+96.0%
MA vs FTNT
+74.0%
+22.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | 0.0% |
| 7D | -0.3% | -3.0% | +2.6% | +0.1% |
| 30D | +11.3% | -37.1% | +48.4% | +19.6% |
| 3M | +16.7% | -23.3% | +40.0% | +20.2% |
| 6M | +32.8% | +7.4% | +25.4% | +27.2% |
| YTD | +15.6% | +54.2% | -38.6% | +1.8% |
| 1Y | +19.6% | +49.7% | -30.2% | +5.9% |
| 3Y | +72.1% | +146.6% | -74.5% | +31.2% |
| 5Y | +96.0% | +75.4% | +20.6% | +48.8% |
| All | +96.0% | +74.0% | +22.1% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling