+710.2%
MKSI vs FTAI
+2,443.2%
-1,733.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.1% |
| 7D | +2.7% | -5.2% | +7.9% | +4.3% |
| 30D | -12.8% | -17.9% | +5.1% | -7.7% |
| 3M | -22.5% | -22.7% | +0.2% | -16.4% |
| 6M | +19.4% | -28.0% | +47.4% | +30.5% |
| YTD | +67.7% | -5.0% | +72.7% | +69.0% |
| 1Y | +131.4% | +10.4% | +121.0% | +122.2% |
| 3Y | +197.3% | +425.2% | -227.9% | +69.2% |
| 5Y | +87.0% | +890.3% | -803.4% | -12.7% |
| 10Y | +522.1% | +3,106.5% | -2,584.5% | +136.2% |
| All | +710.2% | +2,443.2% | -1,733.0% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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