-22.0%
AKAM vs MSFU
+20.9%
-42.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | +11.2% | -4.9% | +16.1% | +12.0% |
| 30D | -13.4% | -9.1% | -4.3% | -12.0% |
| 3M | -29.5% | +8.7% | -38.2% | -30.7% |
| 6M | -42.1% | +48.3% | -90.4% | -46.8% |
| YTD | -0.8% | -1.6% | +0.8% | -2.2% |
| 1Y | -3.9% | -13.6% | +9.7% | -2.6% |
| All | -22.0% | +20.9% | -42.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling