+16.5%
FTAI vs MAGS
+5.9%
+10.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.2% | -12.8% | -12.4% |
| 7D | +7.4% | -1.4% | +8.8% | +8.3% |
| 30D | +9.0% | -4.4% | +13.4% | +13.4% |
| 3M | -18.9% | +1.9% | -20.8% | -21.0% |
| 6M | -24.9% | +4.9% | -29.8% | -28.0% |
| YTD | -8.3% | +6.5% | -14.8% | -16.3% |
| 1Y | +16.5% | +6.3% | +10.2% | +6.6% |
| All | +16.5% | +5.9% | +10.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling