+1,286.3%
MTZ vs FTAI
+2,582.9%
-1,296.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | -1.6% | +0.7% | -2.2% | -2.0% |
| 30D | -11.1% | -12.1% | +1.0% | -7.7% |
| 3M | -36.7% | -21.3% | -15.4% | -32.5% |
| 6M | -21.9% | -30.2% | +8.3% | -14.9% |
| YTD | +9.1% | +0.3% | +8.8% | +5.2% |
| 1Y | +30.0% | +27.2% | +2.8% | +14.5% |
| 3Y | +138.5% | +443.9% | -305.4% | +5.3% |
| 5Y | +158.3% | +853.5% | -695.2% | -13.9% |
| 10Y | +700.8% | +3,169.1% | -2,468.3% | +59.1% |
| All | +1,286.3% | +2,582.9% | -1,296.6% | +179.8% |
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