+3,000.8%
FTAI vs MAS
+230.1%
+2,770.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.5% | +5.8% | +8.0% |
| 7D | +0.5% | +3.3% | -2.7% | -1.3% |
| 30D | +17.0% | +25.5% | -8.5% | +4.2% |
| 3M | -7.8% | +11.8% | -19.6% | -13.1% |
| 6M | -26.2% | +21.3% | -47.5% | -33.2% |
| YTD | +1.6% | +37.7% | -36.2% | -14.5% |
| 1Y | +22.2% | +41.0% | -18.8% | +1.3% |
| 3Y | +415.7% | +63.0% | +352.7% | +285.5% |
| 5Y | +932.0% | +44.1% | +887.9% | +701.1% |
| 10Y | +3,000.8% | +224.3% | +2,776.5% | +1,570.3% |
| All | +3,000.8% | +230.1% | +2,770.6% | +1,570.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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