+1,005.7%
MTZ vs FTAI
+2,518.4%
-1,512.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.1% |
| 7D | +12.9% | +6.7% | +6.2% | +10.6% |
| 30D | -8.5% | +15.7% | -24.3% | -13.1% |
| 3M | -30.6% | -14.9% | -15.7% | -27.6% |
| 6M | -55.1% | -31.4% | -23.7% | -50.3% |
| YTD | -13.0% | -2.1% | -10.8% | -15.9% |
| 1Y | -4.3% | +23.6% | -27.9% | -14.8% |
| 3Y | +284.0% | +383.8% | -99.7% | +77.1% |
| 5Y | +97.7% | +913.3% | -815.6% | -36.0% |
| 10Y | +444.4% | +2,831.2% | -2,386.8% | +10.5% |
| All | +1,005.7% | +2,518.4% | -1,512.7% | +123.5% |
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