+2,582.9%
FTAI vs MTSI
+665.4%
+1,917.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -2.5% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | -12.1% | +2.1% | -14.2% | -13.0% |
| 3M | -21.3% | -29.7% | +8.4% | -14.2% |
| 6M | -30.2% | +12.5% | -42.8% | -33.3% |
| YTD | +0.3% | +57.0% | -56.8% | -12.5% |
| 1Y | +27.2% | +103.9% | -76.8% | +3.3% |
| 3Y | +443.9% | +223.6% | +220.3% | +289.0% |
| 5Y | +853.5% | +321.6% | +532.0% | +535.0% |
| 10Y | +3,169.1% | +517.7% | +2,651.4% | +1,637.5% |
| All | +2,582.9% | +665.4% | +1,917.5% | +1,235.8% |
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