+95.0%
MTZ vs FTAI
+848.5%
-753.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | -6.0% | +10.7% | -16.7% | -8.6% |
| 3M | -36.1% | -16.4% | -19.7% | -33.4% |
| 6M | -56.9% | -32.2% | -24.7% | -52.9% |
| YTD | -15.9% | -7.7% | -8.2% | -16.3% |
| 1Y | -3.8% | +18.7% | -22.6% | -10.5% |
| 3Y | +272.3% | +354.3% | -82.1% | +102.4% |
| All | +95.0% | +848.5% | -753.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling