+2,831.2%
FTAI vs MLM
+140.5%
+2,690.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | +6.7% | -5.8% | +12.5% | +10.5% |
| 30D | +15.7% | +9.8% | +5.9% | +10.0% |
| 3M | -14.9% | -5.2% | -9.7% | -12.2% |
| 6M | -31.4% | -10.3% | -21.1% | -27.4% |
| YTD | -2.1% | -15.5% | +13.3% | +7.4% |
| 1Y | +23.6% | -15.0% | +38.7% | +35.2% |
| 3Y | +383.8% | +17.5% | +366.3% | +334.5% |
| 5Y | +913.3% | +30.5% | +882.7% | +740.2% |
| 10Y | +2,831.2% | +145.5% | +2,685.7% | +1,419.4% |
| All | +2,831.2% | +140.5% | +2,690.7% | +1,419.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling