+589.6%
FTAI vs MAGS
+187.1%
+402.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | -9.7% | -1.8% | -7.9% | -8.4% |
| 30D | -20.0% | +1.1% | -21.1% | -20.7% |
| 3M | -20.1% | +7.7% | -27.8% | -24.6% |
| 6M | -33.3% | +11.7% | -45.0% | -38.4% |
| YTD | -8.0% | +4.9% | -12.9% | -11.3% |
| 1Y | +8.0% | +14.3% | -6.4% | -2.7% |
| 3Y | +413.4% | +128.9% | +284.5% | +203.8% |
| All | +589.6% | +187.1% | +402.5% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling