+16.2%
MS vs FTNT
+50.1%
-33.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +0.8% | -3.5% | +4.3% | +1.2% |
| 30D | -0.7% | -36.5% | +35.9% | +3.3% |
| 3M | -12.4% | -24.7% | +12.4% | -10.6% |
| 6M | -1.7% | +8.3% | -10.1% | -2.9% |
| YTD | +8.0% | +55.6% | -47.6% | +2.9% |
| 1Y | +16.2% | +50.2% | -34.0% | +11.5% |
| All | +16.2% | +50.1% | -33.9% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling