+655.1%
MA vs FTAI
+2,518.4%
-1,863.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | -1.8% | +6.7% | -8.4% | -2.9% |
| 30D | +11.0% | +15.7% | -4.7% | +8.0% |
| 3M | +17.9% | -14.9% | +32.8% | +19.3% |
| 6M | +33.2% | -31.4% | +64.6% | +38.0% |
| YTD | +16.5% | -2.1% | +18.6% | +11.9% |
| 1Y | +19.1% | +23.6% | -4.5% | +9.4% |
| 3Y | +70.6% | +383.8% | -313.2% | +6.7% |
| 5Y | +92.1% | +913.3% | -821.2% | -2.2% |
| 10Y | +569.6% | +2,831.2% | -2,261.7% | +170.3% |
| All | +655.1% | +2,518.4% | -1,863.3% | +209.3% |
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