+908.9%
FTAI vs RMBS
+265.4%
+643.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.6% |
| 7D | -5.2% | +1.8% | -7.0% | -5.8% |
| 30D | -17.9% | -13.9% | -4.0% | -13.5% |
| 3M | -22.7% | -39.8% | +17.1% | -8.9% |
| 6M | -28.0% | -6.0% | -22.0% | -29.9% |
| YTD | -5.0% | -5.4% | +0.4% | -10.1% |
| 1Y | +10.4% | -1.8% | +12.2% | +1.1% |
| 3Y | +425.2% | +53.7% | +371.6% | +265.4% |
| All | +908.9% | +265.4% | +643.5% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling