+160.4%
MS vs FTAI
+374.2%
-213.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.0% | -11.5% | -2.2% |
| 7D | -1.6% | -3.7% | +2.2% | -1.3% |
| 30D | -3.8% | +3.1% | -6.9% | -4.8% |
| 3M | -14.6% | -18.3% | +3.7% | -12.7% |
| 6M | -5.1% | -36.6% | +31.6% | +0.3% |
| YTD | +4.5% | -7.9% | +12.4% | +3.5% |
| 1Y | +13.5% | +12.0% | +1.6% | +8.9% |
| 3Y | +160.4% | +361.5% | -201.1% | +64.7% |
| All | +160.4% | +374.2% | -213.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling