+2,685.0%
MA vs FTNT
+9,093.5%
-6,408.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -5.8% | +3.1% | -1.3% |
| 30D | +1.5% | -4.8% | +6.3% | +2.4% |
| 3M | +20.4% | +4.4% | +16.0% | +18.1% |
| 6M | +11.1% | +88.8% | -77.6% | -7.7% |
| YTD | +2.0% | +96.8% | -94.9% | -16.5% |
| 1Y | -2.2% | +104.5% | -106.6% | -21.0% |
| 3Y | +41.9% | +156.8% | -114.9% | +2.9% |
| 5Y | +75.4% | +144.1% | -68.7% | +21.8% |
| 10Y | +527.5% | +2,021.8% | -1,494.2% | +137.4% |
| All | +2,685.0% | +9,093.5% | -6,408.6% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling