+612.5%
FTAI vs MAGS
+190.0%
+422.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.5% |
| 7D | -5.2% | +0.6% | -5.9% | -5.7% |
| 30D | -17.9% | +3.2% | -21.1% | -19.9% |
| 3M | -22.7% | +7.7% | -30.4% | -27.1% |
| 6M | -28.0% | +12.5% | -40.5% | -33.9% |
| YTD | -5.0% | +6.0% | -10.9% | -9.0% |
| 1Y | +10.4% | +14.4% | -4.0% | -0.5% |
| 3Y | +425.2% | +127.5% | +297.7% | +210.6% |
| All | +612.5% | +190.0% | +422.4% | +271.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling