-20.1%
FTAI vs MULL
-11.6%
-8.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.3% | +6.6% | -1.8% |
| 7D | -9.7% | +3.6% | -13.3% | -10.2% |
| 30D | -20.0% | +22.0% | -42.0% | -21.9% |
| 3M | -20.1% | -8.6% | -11.4% | -22.7% |
| All | -20.1% | -11.6% | -8.5% | -22.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling