+2,582.9%
FTAI vs MOD
+1,511.4%
+1,071.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.7% |
| 7D | +0.7% | +9.6% | -8.9% | -1.9% |
| 30D | -12.1% | 0.0% | -12.1% | -12.0% |
| 3M | -21.3% | -35.4% | +14.0% | -11.8% |
| 6M | -30.2% | -7.3% | -23.0% | -29.2% |
| YTD | +0.3% | +45.8% | -45.5% | -10.3% |
| 1Y | +27.2% | +43.1% | -16.0% | +13.4% |
| 3Y | +443.9% | +297.7% | +146.2% | +255.5% |
| 5Y | +853.5% | +1,478.8% | -625.2% | +333.0% |
| 10Y | +3,169.1% | +1,633.4% | +1,535.7% | +1,081.7% |
| All | +2,582.9% | +1,511.4% | +1,071.5% | +881.2% |
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