+102.7%
MO vs FTNT
+151.3%
-48.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.3% |
| 7D | +0.1% | -0.1% | +0.3% | +0.1% |
| 30D | +7.1% | -3.0% | +10.1% | +7.1% |
| 3M | -2.0% | +7.6% | -9.5% | -2.0% |
| 6M | +7.3% | +87.0% | -79.7% | +7.0% |
| YTD | +23.5% | +96.5% | -73.1% | +23.0% |
| 1Y | +11.0% | +92.9% | -81.9% | +10.6% |
| 3Y | +95.0% | +139.8% | -44.9% | +91.7% |
| All | +102.7% | +151.3% | -48.6% | +99.7% |
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