+9.1%
MSCI vs FTAI
+903.9%
-894.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.9% | +6.7% | -8.6% | -2.8% |
| 30D | +16.5% | +15.7% | +0.7% | +13.7% |
| 3M | +18.2% | -14.9% | +33.1% | +19.4% |
| 6M | +14.0% | -31.4% | +45.4% | +17.8% |
| YTD | +16.6% | -2.1% | +18.7% | +12.1% |
| 1Y | +14.8% | +23.6% | -8.8% | +5.7% |
| 3Y | +33.3% | +383.8% | -350.5% | -29.8% |
| 5Y | +9.1% | +913.3% | -904.2% | -60.0% |
| All | +9.1% | +903.9% | -894.8% | -60.0% |
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