+16.7%
FTAI vs MULL
+2,620.5%
-2,603.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.4% | -11.2% | -6.6% |
| 7D | -0.2% | +14.8% | -15.0% | -2.4% |
| 30D | -13.6% | +36.6% | -50.2% | -18.1% |
| 3M | -20.6% | -8.9% | -11.7% | -24.5% |
| 6M | -32.6% | +311.9% | -344.5% | -54.2% |
| YTD | -5.4% | +579.8% | -585.2% | -43.4% |
| 1Y | +12.9% | +2,421.5% | -2,408.7% | -49.9% |
| All | +16.7% | +2,620.5% | -2,603.7% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling