+2,657.6%
FTAI vs MAS
+214.3%
+2,443.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | +12.9% | +1.2% | +11.7% | +12.3% |
| 30D | +9.9% | +21.6% | -11.7% | -0.5% |
| 3M | -19.1% | +14.1% | -33.2% | -24.4% |
| 6M | -30.9% | +22.6% | -53.5% | -37.7% |
| YTD | -6.3% | +35.4% | -41.8% | -20.5% |
| 1Y | +20.0% | +37.5% | -17.4% | +0.9% |
| 3Y | +363.0% | +58.3% | +304.6% | +251.5% |
| 5Y | +864.8% | +39.1% | +825.7% | +662.9% |
| All | +2,657.6% | +214.3% | +2,443.3% | +1,425.5% |
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