+425.2%
FTAI vs MTUM
+114.7%
+310.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +1.7% |
| 7D | -5.2% | +0.7% | -5.9% | -6.0% |
| 30D | -17.9% | -2.4% | -15.5% | -15.2% |
| 3M | -22.7% | -3.6% | -19.1% | -20.1% |
| 6M | -28.0% | +23.7% | -51.7% | -46.3% |
| YTD | -5.0% | +22.9% | -27.9% | -28.4% |
| 1Y | +10.4% | +21.8% | -11.4% | -15.6% |
| 3Y | +425.2% | +114.4% | +310.8% | +123.7% |
| All | +425.2% | +114.7% | +310.5% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling