+110.9%
MO vs FTAI
+3,098.4%
-2,987.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.1% |
| 7D | +0.1% | -5.2% | +5.4% | +0.4% |
| 30D | +7.1% | -17.9% | +25.1% | +8.2% |
| 3M | -2.0% | -22.7% | +20.8% | -0.9% |
| 6M | +7.3% | -28.0% | +35.3% | +8.3% |
| YTD | +23.5% | -5.0% | +28.4% | +21.9% |
| 1Y | +11.0% | +10.4% | +0.6% | +7.9% |
| 3Y | +95.0% | +425.2% | -330.2% | +52.5% |
| 5Y | +100.6% | +890.3% | -789.7% | +41.2% |
| All | +110.9% | +3,098.4% | -2,987.5% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling