+27.2%
FTAI vs MULL
+3,061.6%
-3,034.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.8% | -13.4% | -3.0% |
| 7D | +0.7% | +17.3% | -16.6% | -1.5% |
| 30D | -12.1% | +23.5% | -35.6% | -14.8% |
| 3M | -21.3% | -24.0% | +2.6% | -23.1% |
| 6M | -30.2% | +276.7% | -307.0% | -49.1% |
| YTD | +0.3% | +565.1% | -564.8% | -35.0% |
| 1Y | +27.2% | +2,802.6% | -2,775.4% | -35.5% |
| All | +27.2% | +3,061.6% | -3,034.4% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling