+425.2%
FTAI vs MGY
+25.2%
+400.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | -5.2% | +3.5% | -8.8% | -6.0% |
| 30D | -17.9% | +5.3% | -23.2% | -19.0% |
| 3M | -22.7% | +2.6% | -25.4% | -23.5% |
| 6M | -28.0% | -3.3% | -24.7% | -29.2% |
| YTD | -5.0% | +29.2% | -34.2% | -19.4% |
| 1Y | +10.4% | +18.0% | -7.6% | -2.5% |
| 3Y | +425.2% | +30.0% | +395.2% | +345.8% |
| All | +425.2% | +25.2% | +400.1% | +345.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling