+886.6%
FTAI vs MAS
+42.7%
+843.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -4.5% |
| 7D | -6.1% | +3.6% | -9.7% | -8.0% |
| 30D | +10.9% | +23.8% | -12.9% | -0.9% |
| 3M | -12.1% | +14.4% | -26.6% | -18.2% |
| 6M | -30.0% | +19.7% | -49.7% | -36.5% |
| YTD | -3.7% | +36.0% | -39.7% | -18.9% |
| 1Y | +14.8% | +40.4% | -25.6% | -5.3% |
| 3Y | +376.0% | +58.9% | +317.0% | +250.9% |
| 5Y | +886.6% | +44.5% | +842.0% | +598.0% |
| All | +886.6% | +42.7% | +843.9% | +598.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling