+16.5%
FTAI vs MTSI
+59.5%
-43.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.5% | -10.2% |
| 7D | +7.4% | -10.7% | +18.1% | +11.6% |
| 30D | +9.0% | -29.0% | +38.0% | +23.0% |
| 3M | -18.9% | -14.7% | -4.2% | -16.2% |
| 6M | -24.9% | -20.1% | -4.8% | -21.8% |
| YTD | -8.3% | +36.1% | -44.4% | -21.6% |
| 1Y | +16.5% | +61.7% | -45.2% | -6.7% |
| All | +16.5% | +59.5% | -43.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling