+607.1%
MS vs FTNT
+1,797.8%
-1,190.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.2% |
| 7D | -1.6% | -12.7% | +11.1% | +1.7% |
| 30D | -3.8% | -37.2% | +33.4% | +6.9% |
| 3M | -14.6% | -25.8% | +11.2% | -9.6% |
| 6M | -5.1% | +32.1% | -37.2% | -14.2% |
| YTD | +4.5% | +49.7% | -45.1% | -9.1% |
| 1Y | +13.5% | +47.6% | -34.0% | -1.0% |
| 3Y | +160.4% | +137.2% | +23.2% | +93.6% |
| 5Y | +112.9% | +74.2% | +38.7% | +60.8% |
| All | +607.1% | +1,797.8% | -1,190.7% | +131.1% |
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