+890.8%
MO vs FTNT
+9,162.9%
-8,272.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.8% |
| 30D | -0.3% | -1.4% | +1.1% | -0.3% |
| 3M | -2.9% | +10.1% | -13.0% | -3.8% |
| 6M | +5.8% | +88.2% | -82.4% | +0.6% |
| YTD | +22.0% | +98.3% | -76.3% | +15.5% |
| 1Y | +10.7% | +96.0% | -85.3% | +4.7% |
| 3Y | +94.4% | +145.8% | -51.4% | +77.7% |
| 5Y | +97.2% | +154.6% | -57.5% | +75.4% |
| 10Y | +103.0% | +2,063.6% | -1,960.7% | +44.4% |
| All | +890.8% | +9,162.9% | -8,272.2% | +490.8% |
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