+2,469.7%
FTAI vs MTSI
+544.5%
+1,925.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.0% |
| 7D | -6.3% | -3.8% | -2.5% | -5.3% |
| 30D | +10.6% | -31.4% | +42.0% | +21.8% |
| 3M | -12.4% | -23.8% | +11.4% | -6.7% |
| 6M | -30.2% | -37.1% | +6.9% | -22.5% |
| YTD | -4.0% | +32.2% | -36.2% | -13.2% |
| 1Y | +14.5% | +26.9% | -12.4% | +4.6% |
| 3Y | +374.8% | +193.7% | +181.0% | +246.4% |
| 5Y | +884.1% | +218.0% | +666.0% | +593.6% |
| 10Y | +2,734.1% | +477.8% | +2,256.3% | +1,429.2% |
| All | +2,469.7% | +544.5% | +1,925.2% | +1,225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling