+2,364.0%
FTAI vs MOS
-37.5%
+2,401.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.8% | +10.9% |
| 7D | -3.7% | +21.6% | -25.3% | -10.3% |
| 30D | +3.1% | +12.0% | -8.9% | -1.7% |
| 3M | -18.3% | -3.9% | -14.5% | -18.7% |
| 6M | -36.6% | -3.3% | -33.3% | -37.5% |
| YTD | -7.9% | -4.6% | -3.3% | -10.3% |
| 1Y | +12.0% | -7.0% | +19.0% | +9.6% |
| 3Y | +361.5% | -24.4% | +386.0% | +367.6% |
| 5Y | +819.9% | -32.1% | +852.0% | +795.7% |
| 10Y | +2,737.4% | +10.3% | +2,727.1% | +1,678.0% |
| All | +2,364.0% | -37.5% | +2,401.5% | +1,426.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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