+560.9%
MA vs FTAI
+2,582.9%
-2,021.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.9% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +1.5% | -12.1% | +13.6% | +3.2% |
| 3M | +20.4% | -21.3% | +41.8% | +23.6% |
| 6M | +11.1% | -30.2% | +41.4% | +14.7% |
| YTD | +2.0% | +0.3% | +1.7% | -1.6% |
| 1Y | -2.2% | +27.2% | -29.3% | -10.2% |
| 3Y | +41.9% | +443.9% | -402.0% | -12.9% |
| 5Y | +75.4% | +853.5% | -778.2% | -8.8% |
| 10Y | +527.5% | +3,169.1% | -2,641.5% | +152.2% |
| All | +560.9% | +2,582.9% | -2,021.9% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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