+44.9%
FTAI vs MSTZ
-99.1%
+144.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.6% | -9.4% | -2.2% |
| 7D | -9.7% | +24.8% | -34.5% | -7.8% |
| 30D | -20.0% | -59.2% | +39.2% | -24.6% |
| 3M | -20.1% | -56.9% | +36.8% | -22.7% |
| 6M | -33.3% | -57.6% | +24.3% | -33.7% |
| YTD | -8.0% | -73.6% | +65.6% | -8.6% |
| 1Y | +8.0% | -15.6% | +23.5% | +22.3% |
| All | +44.9% | -99.1% | +144.0% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling