+167.9%
MO vs FTAI
+2,432.1%
-2,264.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | -0.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +3.6% | -13.6% | +17.2% | +4.2% |
| 3M | -3.7% | -20.6% | +16.9% | -2.9% |
| 6M | +4.5% | -32.6% | +37.1% | +5.9% |
| YTD | +21.5% | -5.4% | +26.9% | +20.1% |
| 1Y | +9.5% | +12.9% | -3.4% | +6.6% |
| 3Y | +93.6% | +428.1% | -334.6% | +55.5% |
| 5Y | +97.5% | +863.0% | -765.5% | +45.4% |
| 10Y | +111.2% | +3,092.6% | -2,981.4% | +39.0% |
| All | +167.9% | +2,432.1% | -2,264.2% | +69.9% |
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