+932.0%
FTAI vs MOD
+832.8%
+99.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.9% | +0.4% | +6.9% |
| 7D | +0.5% | -13.9% | +14.5% | +5.7% |
| 30D | +17.0% | -41.5% | +58.5% | +39.2% |
| 3M | -7.8% | -45.7% | +37.9% | +12.4% |
| 6M | -26.2% | -61.1% | +35.0% | -0.9% |
| YTD | +1.6% | -20.5% | +22.1% | +8.2% |
| 1Y | +22.2% | -32.1% | +54.3% | +35.4% |
| 3Y | +415.7% | +146.5% | +269.2% | +265.2% |
| 5Y | +932.0% | +812.7% | +119.3% | +412.4% |
| All | +932.0% | +832.8% | +99.2% | +412.4% |
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