+49.7%
FTAI vs MSTU
-87.7%
+137.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +3.0% |
| 7D | -5.2% | -16.6% | +11.4% | -3.6% |
| 30D | -17.9% | +69.7% | -87.6% | -22.9% |
| 3M | -22.7% | -7.5% | -15.3% | -24.4% |
| 6M | -28.0% | -43.1% | +15.1% | -27.4% |
| YTD | -5.0% | -63.0% | +58.1% | -3.5% |
| 1Y | +10.4% | -93.8% | +104.2% | +30.1% |
| All | +49.7% | -87.7% | +137.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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