+537.0%
MS vs FTAI
+2,699.0%
-2,162.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.2% |
| 7D | +3.7% | +12.9% | -9.2% | +0.5% |
| 30D | +2.0% | +9.9% | -7.9% | -1.3% |
| 3M | -12.6% | -19.1% | +6.6% | -9.6% |
| 6M | -0.3% | -30.9% | +30.6% | +6.0% |
| YTD | +9.0% | -6.3% | +15.3% | +5.8% |
| 1Y | +13.9% | +20.0% | -6.2% | +3.7% |
| 3Y | +173.6% | +363.0% | -189.3% | +50.5% |
| 5Y | +122.0% | +864.8% | -742.8% | -6.4% |
| All | +537.0% | +2,699.0% | -2,162.0% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling