+2,975.0%
FTAI vs MSI
+601.8%
+2,373.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.3% |
| 7D | -9.7% | -1.8% | -7.9% | -8.7% |
| 30D | -20.0% | -0.6% | -19.4% | -19.9% |
| 3M | -20.1% | +13.0% | -33.1% | -26.6% |
| 6M | -33.3% | +0.5% | -33.8% | -34.5% |
| YTD | -8.0% | +21.7% | -29.7% | -20.2% |
| 1Y | +8.0% | -2.6% | +10.6% | +7.6% |
| 3Y | +413.4% | +69.7% | +343.8% | +263.2% |
| 5Y | +858.6% | +102.8% | +755.8% | +500.5% |
| All | +2,975.0% | +601.8% | +2,373.2% | +1,141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling