+981.8%
MTZ vs FTAI
+2,405.9%
-1,424.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.7% |
| 7D | +16.5% | +12.9% | +3.6% | +12.1% |
| 30D | -10.2% | +9.9% | -20.1% | -13.2% |
| 3M | -34.2% | -19.1% | -15.0% | -30.1% |
| 6M | -56.0% | -30.9% | -25.1% | -51.4% |
| YTD | -14.8% | -6.3% | -8.5% | -16.5% |
| 1Y | -7.2% | +20.0% | -27.3% | -16.6% |
| 3Y | +275.8% | +363.0% | -87.2% | +75.8% |
| 5Y | +93.5% | +864.8% | -771.3% | -36.3% |
| 10Y | +432.7% | +2,705.3% | -2,272.6% | +9.7% |
| All | +981.8% | +2,405.9% | -1,424.1% | +121.9% |
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