+3,076.9%
FTAI vs MTUM
+357.8%
+2,719.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +2.1% |
| 7D | -5.2% | +0.7% | -5.9% | -5.8% |
| 30D | -17.9% | -2.4% | -15.5% | -15.9% |
| 3M | -22.7% | -3.6% | -19.1% | -20.4% |
| 6M | -28.0% | +23.7% | -51.7% | -40.3% |
| YTD | -5.0% | +22.9% | -27.9% | -20.4% |
| 1Y | +10.4% | +21.8% | -11.4% | -6.6% |
| 3Y | +425.2% | +114.4% | +310.8% | +187.7% |
| 5Y | +890.3% | +79.6% | +810.8% | +513.8% |
| All | +3,076.9% | +357.8% | +2,719.1% | +1,127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling