+883.5%
FTAI vs MLM
+41.9%
+841.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.2% |
| 7D | +0.7% | -2.9% | +3.6% | +2.2% |
| 30D | -12.1% | -6.8% | -5.2% | -8.7% |
| 3M | -21.3% | -11.2% | -10.1% | -16.5% |
| 6M | -30.2% | -21.8% | -8.4% | -20.3% |
| YTD | +0.3% | -17.0% | +17.2% | +10.8% |
| 1Y | +27.2% | -16.4% | +43.5% | +39.3% |
| 3Y | +443.9% | +14.5% | +429.4% | +395.2% |
| All | +883.5% | +41.9% | +841.5% | +704.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling