+2,476.2%
FTAI vs MTSI
+544.5%
+1,931.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.8% |
| 7D | -6.1% | -3.8% | -2.3% | -5.0% |
| 30D | +10.9% | -31.4% | +42.3% | +22.1% |
| 3M | -12.1% | -23.8% | +11.6% | -6.5% |
| 6M | -30.0% | -37.1% | +7.1% | -22.3% |
| YTD | -3.7% | +32.2% | -35.9% | -13.0% |
| 1Y | +14.8% | +26.9% | -12.1% | +4.9% |
| 3Y | +376.0% | +193.7% | +182.2% | +247.3% |
| 5Y | +886.6% | +218.0% | +668.5% | +595.3% |
| 10Y | +2,741.2% | +477.8% | +2,263.5% | +1,433.0% |
| All | +2,476.2% | +544.5% | +1,931.7% | +1,229.1% |
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