+49.7%
FTAI vs MSTZ
-99.1%
+148.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +3.0% |
| 7D | -5.2% | +17.0% | -22.3% | -3.7% |
| 30D | -17.9% | -61.8% | +43.9% | -23.1% |
| 3M | -22.7% | -54.6% | +31.8% | -25.0% |
| 6M | -28.0% | -59.3% | +31.2% | -28.7% |
| YTD | -5.0% | -74.6% | +69.6% | -5.8% |
| 1Y | +10.4% | -18.8% | +29.2% | +24.7% |
| All | +49.7% | -99.1% | +148.9% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling