-28.0%
FTAI vs MTUM
+23.8%
-51.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +1.8% |
| 7D | -5.2% | +0.7% | -5.9% | -6.0% |
| 30D | -17.9% | -2.4% | -15.5% | -15.3% |
| 3M | -22.7% | -3.6% | -19.1% | -21.1% |
| 6M | -28.0% | +23.7% | -51.7% | -54.5% |
| All | -28.0% | +23.8% | -51.9% | -54.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling