+3,244.4%
FTAI vs MOD
+1,504.3%
+1,740.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +3.9% | +6.3% | -2.4% | +2.1% |
| 30D | -8.8% | -1.7% | -7.2% | -8.3% |
| 3M | -14.5% | -30.1% | +15.6% | -5.7% |
| 6M | -24.0% | +2.7% | -26.7% | -24.9% |
| YTD | +0.5% | +44.1% | -43.6% | -10.2% |
| 1Y | +19.1% | +38.7% | -19.6% | +6.5% |
| 3Y | +460.7% | +309.8% | +151.0% | +256.5% |
| 5Y | +947.3% | +1,569.7% | -622.4% | +349.7% |
| 10Y | +3,244.4% | +1,520.5% | +1,723.9% | +1,102.9% |
| All | +3,244.4% | +1,504.3% | +1,740.1% | +1,102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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