+19.1%
FTAI vs MTSI
+110.2%
-91.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.7% |
| 7D | +3.9% | +4.9% | -1.0% | +1.9% |
| 30D | -8.8% | -11.6% | +2.7% | -4.3% |
| 3M | -14.5% | -24.1% | +9.6% | -4.9% |
| 6M | -24.0% | +32.4% | -56.5% | -35.1% |
| YTD | +0.5% | +60.4% | -60.0% | -20.2% |
| 1Y | +19.1% | +111.0% | -91.9% | -15.3% |
| All | +19.1% | +110.2% | -91.1% | -15.3% |
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