+2,518.4%
FTAI vs MAS
+330.9%
+2,187.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +6.7% | -1.8% | +8.5% | +7.8% |
| 30D | +15.7% | +23.6% | -7.8% | +5.0% |
| 3M | -14.9% | +12.4% | -27.3% | -19.5% |
| 6M | -31.4% | +21.9% | -53.3% | -37.4% |
| YTD | -2.1% | +36.1% | -38.3% | -15.7% |
| 1Y | +23.6% | +39.5% | -15.9% | +5.1% |
| 3Y | +383.8% | +59.1% | +324.6% | +279.0% |
| 5Y | +913.3% | +44.4% | +868.9% | +710.6% |
| 10Y | +2,831.2% | +217.0% | +2,614.3% | +1,694.6% |
| All | +2,518.4% | +330.9% | +2,187.5% | +1,496.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling