+2,588.5%
FTAI vs MSI
+828.1%
+1,760.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | +3.9% | -5.8% | +9.7% | +7.4% |
| 30D | -8.8% | -1.0% | -7.9% | -8.5% |
| 3M | -14.5% | +14.2% | -28.6% | -21.3% |
| 6M | -24.0% | +1.0% | -25.1% | -25.5% |
| YTD | +0.5% | +21.5% | -21.0% | -11.7% |
| 1Y | +19.1% | -2.1% | +21.2% | +18.4% |
| 3Y | +460.7% | +69.3% | +391.4% | +310.7% |
| 5Y | +947.3% | +99.3% | +848.0% | +594.3% |
| 10Y | +3,244.4% | +595.0% | +2,649.4% | +1,452.2% |
| All | +2,588.5% | +828.1% | +1,760.4% | +1,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling