+863.0%
FTAI vs MOD
+1,517.1%
-654.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -4.7% |
| 7D | -0.2% | +3.6% | -3.8% | -1.3% |
| 30D | -13.6% | -2.6% | -11.0% | -12.7% |
| 3M | -20.6% | -33.1% | +12.6% | -9.9% |
| 6M | -32.6% | -7.5% | -25.1% | -31.3% |
| YTD | -5.4% | +39.3% | -44.7% | -15.7% |
| 1Y | +12.9% | +34.3% | -21.4% | +0.6% |
| 3Y | +428.1% | +296.2% | +131.9% | +219.9% |
| 5Y | +863.0% | +1,504.6% | -641.6% | +275.6% |
| All | +863.0% | +1,517.1% | -654.1% | +275.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling