+838.8%
MS vs FTNT
+9,093.5%
-8,254.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -5.8% | +7.2% | +2.9% |
| 30D | -0.3% | -4.8% | +4.5% | +0.7% |
| 3M | +0.3% | +4.4% | -4.1% | -1.3% |
| 6M | +31.3% | +88.8% | -57.4% | +9.9% |
| YTD | +24.7% | +96.8% | -72.2% | +2.9% |
| 1Y | +47.9% | +104.5% | -56.5% | +20.7% |
| 3Y | +178.3% | +156.8% | +21.6% | +106.8% |
| 5Y | +144.9% | +144.1% | +0.8% | +73.5% |
| 10Y | +804.5% | +2,021.8% | -1,217.2% | +233.4% |
| All | +838.8% | +9,093.5% | -8,254.8% | +107.4% |
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