+3,076.9%
FTAI vs MTB
+173.8%
+2,903.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.1% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -17.9% | -4.8% | -13.1% | -15.8% |
| 3M | -22.7% | +6.0% | -28.7% | -25.0% |
| 6M | -28.0% | +19.6% | -47.6% | -33.9% |
| YTD | -5.0% | +21.5% | -26.4% | -13.5% |
| 1Y | +10.4% | +24.7% | -14.3% | -1.0% |
| 3Y | +425.2% | +108.6% | +316.7% | +264.0% |
| 5Y | +890.3% | +106.7% | +783.6% | +569.2% |
| All | +3,076.9% | +173.8% | +2,903.1% | +1,773.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling