+631.0%
MSCI vs FTAI
+3,034.1%
-2,403.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +1.5% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.2% | -13.6% | +12.5% | +0.7% |
| 3M | -8.4% | -20.6% | +12.2% | -6.1% |
| 6M | -1.0% | -32.6% | +31.5% | +2.8% |
| YTD | -2.3% | -5.4% | +3.1% | -4.9% |
| 1Y | -1.2% | +12.9% | -14.0% | -7.7% |
| 3Y | +7.9% | +428.1% | -420.2% | -35.7% |
| 5Y | -10.1% | +863.0% | -873.1% | -55.1% |
| 10Y | +631.0% | +3,092.6% | -2,461.6% | +183.3% |
| All | +631.0% | +3,034.1% | -2,403.2% | +183.3% |
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