+726.9%
MS vs FTNT
+7,435.3%
-6,708.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.0% | +0.7% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | +0.9% | -33.6% | +34.5% | +10.7% |
| 3M | -10.8% | -20.9% | +10.0% | -7.0% |
| 6M | +0.9% | +11.0% | -10.1% | -3.7% |
| YTD | +9.8% | +61.3% | -51.5% | -6.0% |
| 1Y | +17.1% | +53.1% | -36.0% | +1.5% |
| 3Y | +175.7% | +152.1% | +23.6% | +103.4% |
| 5Y | +125.9% | +90.1% | +35.7% | +68.8% |
| 10Y | +556.2% | +1,910.4% | -1,354.2% | +142.3% |
| All | +726.9% | +7,435.3% | -6,708.4% | +89.4% |
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