+17.3%
FTAI vs MULL
+2,337.2%
-2,319.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.5% |
| 7D | -5.2% | -8.4% | +3.2% | -4.1% |
| 30D | -17.9% | +9.7% | -27.6% | -19.6% |
| 3M | -22.7% | -26.8% | +4.0% | -23.9% |
| 6M | -28.0% | +220.7% | -248.7% | -48.9% |
| YTD | -5.0% | +509.0% | -514.0% | -42.2% |
| 1Y | +10.4% | +1,739.5% | -1,729.1% | -48.0% |
| All | +17.3% | +2,337.2% | -2,319.9% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling