+2,432.1%
FTAI vs MTB
+166.9%
+2,265.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -13.6% | -4.6% | -9.0% | -11.6% |
| 3M | -20.6% | +6.3% | -26.8% | -22.9% |
| 6M | -32.6% | +15.6% | -48.2% | -36.9% |
| YTD | -5.4% | +20.6% | -25.9% | -13.3% |
| 1Y | +12.9% | +22.5% | -9.7% | +2.5% |
| 3Y | +428.1% | +114.4% | +313.7% | +267.0% |
| 5Y | +863.0% | +101.9% | +761.1% | +570.1% |
| 10Y | +3,092.6% | +170.4% | +2,922.2% | +1,794.9% |
| All | +2,432.1% | +166.9% | +2,265.2% | +1,397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling