+2,361.6%
FTAI vs MCO
+386.9%
+1,974.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.9% |
| 7D | -9.7% | -7.3% | -2.4% | -5.7% |
| 30D | -20.0% | -1.7% | -18.3% | -19.4% |
| 3M | -20.1% | +3.9% | -24.0% | -22.7% |
| 6M | -33.3% | +3.8% | -37.1% | -35.7% |
| YTD | -8.0% | -7.9% | -0.1% | -5.9% |
| 1Y | +8.0% | -6.8% | +14.8% | +9.0% |
| 3Y | +413.4% | +40.9% | +372.5% | +308.7% |
| 5Y | +858.6% | +27.5% | +831.1% | +688.9% |
| 10Y | +3,003.7% | +381.4% | +2,622.3% | +1,402.1% |
| All | +2,361.6% | +386.9% | +1,974.7% | +1,105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling