+27.2%
FTAI vs MSTZ
-29.5%
+56.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.3% |
| 7D | +0.7% | -29.7% | +30.4% | -1.4% |
| 30D | -12.1% | -65.3% | +53.2% | -17.9% |
| 3M | -21.3% | -57.3% | +36.0% | -23.1% |
| 6M | -30.2% | -61.6% | +31.4% | -30.5% |
| YTD | +0.3% | -78.3% | +78.6% | -1.7% |
| 1Y | +27.2% | -30.2% | +57.4% | +39.3% |
| All | +27.2% | -29.5% | +56.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling