+939.6%
MSCI vs FTAI
+2,582.9%
-1,643.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +0.6% | -12.1% | +12.6% | +2.2% |
| 3M | -7.1% | -21.3% | +14.3% | -4.7% |
| 6M | +0.8% | -30.2% | +31.1% | +4.1% |
| YTD | +1.0% | +0.3% | +0.7% | -2.3% |
| 1Y | +4.3% | +27.2% | -22.8% | -4.0% |
| 3Y | +9.9% | +443.9% | -433.9% | -31.7% |
| 5Y | -6.8% | +853.5% | -860.3% | -50.3% |
| 10Y | +614.7% | +3,169.1% | -2,554.4% | +196.5% |
| All | +939.6% | +2,582.9% | -1,643.3% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling