+181.3%
MS vs FTNT
+156.5%
+24.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -5.8% | +7.2% | +2.5% |
| 30D | -0.3% | -4.8% | +4.5% | +0.4% |
| 3M | +0.3% | +4.4% | -4.1% | -0.8% |
| 6M | +31.3% | +88.8% | -57.4% | +15.7% |
| YTD | +24.7% | +96.8% | -72.2% | +8.7% |
| 1Y | +47.9% | +104.5% | -56.5% | +27.8% |
| All | +181.3% | +156.5% | +24.8% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling