+1,111.1%
FTAI vs MSFU
+72.2%
+1,038.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | +3.9% | -3.2% | +7.1% | +4.6% |
| 30D | -8.8% | -3.1% | -5.7% | -8.4% |
| 3M | -14.5% | +35.3% | -49.7% | -20.6% |
| 6M | -24.0% | +31.6% | -55.6% | -30.5% |
| YTD | +0.5% | -9.5% | +10.0% | +1.0% |
| 1Y | +19.1% | -18.4% | +37.5% | +22.9% |
| 3Y | +460.7% | +26.9% | +433.8% | +367.1% |
| All | +1,111.1% | +72.2% | +1,038.9% | +834.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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