+2,617.7%
FTAI vs MOD
+778.7%
+1,839.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.9% | +0.4% | +7.5% |
| 7D | +0.5% | -13.9% | +14.5% | +4.9% |
| 30D | +17.0% | -41.5% | +58.5% | +35.3% |
| 3M | -7.8% | -45.7% | +37.9% | +8.7% |
| 6M | -26.2% | -61.1% | +35.0% | -5.6% |
| YTD | +1.6% | -20.5% | +22.1% | +7.0% |
| 1Y | +22.2% | -32.1% | +54.3% | +33.1% |
| 3Y | +415.7% | +146.5% | +269.2% | +286.7% |
| 5Y | +932.0% | +812.7% | +119.3% | +445.6% |
| 10Y | +3,000.8% | +966.8% | +2,033.9% | +1,203.6% |
| All | +2,617.7% | +778.7% | +1,839.0% | +1,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling