+408.4%
FTAI vs MTB
+113.5%
+294.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -9.7% | -0.4% | -9.2% | -9.4% |
| 30D | -20.0% | -4.6% | -15.4% | -17.7% |
| 3M | -20.1% | +7.4% | -27.5% | -23.4% |
| 6M | -33.3% | +18.7% | -52.0% | -39.4% |
| YTD | -8.0% | +21.1% | -29.1% | -17.8% |
| 1Y | +8.0% | +24.1% | -16.1% | -5.2% |
| All | +408.4% | +113.5% | +294.9% | +250.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling