+495.5%
MSTR vs FTAI
+2,699.0%
-2,203.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -5.0% |
| 7D | -11.5% | +12.9% | -24.4% | -15.6% |
| 30D | -24.8% | +9.9% | -34.7% | -28.4% |
| 3M | +20.6% | -19.1% | +39.8% | +26.9% |
| 6M | -38.0% | -30.9% | -7.1% | -32.1% |
| YTD | -24.7% | -6.3% | -18.4% | -28.0% |
| 1Y | -49.1% | +20.0% | -69.1% | -55.8% |
| 3Y | +124.7% | +363.0% | -238.3% | -1.8% |
| 5Y | +40.9% | +864.8% | -823.8% | -54.3% |
| All | +495.5% | +2,699.0% | -2,203.4% | +38.5% |
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