-11.4%
MSCI vs FTAI
+891.0%
-902.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | -2.1% | +3.9% | -6.0% | -2.6% |
| 30D | -1.7% | -8.8% | +7.1% | -0.9% |
| 3M | -8.2% | -14.5% | +6.2% | -7.2% |
| 6M | -2.4% | -24.0% | +21.6% | -0.9% |
| YTD | -2.8% | +0.5% | -3.3% | -6.0% |
| 1Y | -2.7% | +19.1% | -21.8% | -9.2% |
| 3Y | +7.3% | +460.7% | -453.4% | -43.9% |
| 5Y | -11.4% | +947.3% | -958.8% | -66.0% |
| All | -11.4% | +891.0% | -902.4% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling