+908.9%
FTAI vs MCO
+28.6%
+880.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.4% |
| 7D | -5.2% | -3.8% | -1.4% | -3.0% |
| 30D | -17.9% | -0.4% | -17.5% | -17.9% |
| 3M | -22.7% | +7.7% | -30.5% | -27.1% |
| 6M | -28.0% | +7.0% | -35.0% | -32.2% |
| YTD | -5.0% | -6.4% | +1.5% | -3.4% |
| 1Y | +10.4% | -7.6% | +18.0% | +12.4% |
| 3Y | +425.2% | +43.2% | +382.0% | +300.2% |
| All | +908.9% | +28.6% | +880.3% | +650.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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