+3,058.1%
MA vs FTNT
+7,104.1%
-4,046.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.3% |
| 7D | -0.3% | -3.0% | +2.6% | +0.4% |
| 30D | +11.3% | -37.1% | +48.4% | +23.3% |
| 3M | +16.7% | -23.3% | +40.0% | +22.1% |
| 6M | +32.8% | +7.4% | +25.4% | +26.4% |
| YTD | +15.6% | +54.2% | -38.6% | -1.1% |
| 1Y | +19.6% | +49.7% | -30.2% | +3.0% |
| 3Y | +72.1% | +146.6% | -74.5% | +23.7% |
| 5Y | +96.0% | +75.4% | +20.6% | +46.2% |
| 10Y | +554.8% | +1,828.7% | -1,273.9% | +151.2% |
| All | +3,058.1% | +7,104.1% | -4,046.1% | +684.4% |
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