+2,741.2%
FTAI vs MOD
+920.5%
+1,820.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -4.3% |
| 7D | -6.1% | -17.8% | +11.7% | -0.5% |
| 30D | +10.9% | -43.2% | +54.1% | +30.3% |
| 3M | -12.1% | -46.0% | +33.9% | +4.7% |
| 6M | -30.0% | -62.2% | +32.2% | -8.6% |
| YTD | -3.7% | -22.8% | +19.1% | +2.4% |
| 1Y | +14.8% | -35.5% | +50.3% | +27.2% |
| 3Y | +376.0% | +128.2% | +247.7% | +256.7% |
| 5Y | +886.6% | +791.6% | +95.0% | +401.2% |
| 10Y | +2,741.2% | +886.3% | +1,854.9% | +1,075.3% |
| All | +2,741.2% | +920.5% | +1,820.7% | +1,075.3% |
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