+542.0%
MS vs FTNT
+1,887.8%
-1,345.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | +5.1% | +7.1% | -2.0% | +3.3% |
| 30D | +5.7% | -30.9% | +36.6% | +14.6% |
| 3M | -12.2% | -23.1% | +10.9% | -7.8% |
| 6M | -0.5% | +8.1% | -8.6% | -4.6% |
| YTD | +9.8% | +60.2% | -50.4% | -6.1% |
| 1Y | +17.7% | +57.0% | -39.3% | +1.1% |
| 3Y | +176.8% | +152.9% | +23.9% | +102.6% |
| 5Y | +123.7% | +85.9% | +37.8% | +66.4% |
| All | +542.0% | +1,887.8% | -1,345.8% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling