+932.0%
FTAI vs MTSI
+208.2%
+723.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.0% | +1.3% | +6.2% |
| 7D | +0.5% | +3.5% | -3.0% | -1.2% |
| 30D | +17.0% | -30.3% | +47.3% | +35.3% |
| 3M | -7.8% | -26.0% | +18.2% | +2.6% |
| 6M | -26.2% | -36.1% | +9.9% | -13.9% |
| YTD | +1.6% | +34.3% | -32.7% | -18.7% |
| 1Y | +22.2% | +35.3% | -13.1% | -2.7% |
| 3Y | +415.7% | +217.6% | +198.0% | +151.5% |
| 5Y | +932.0% | +210.1% | +721.9% | +358.0% |
| All | +932.0% | +208.2% | +723.8% | +358.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling