-12.3%
AKAM vs MSTU
-92.2%
+79.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -1.0% |
| 7D | +2.8% | -25.8% | +28.6% | +4.8% |
| 30D | -6.9% | -43.9% | +37.0% | -3.6% |
| 3M | -31.8% | +2.9% | -34.7% | -32.9% |
| 6M | -47.0% | -75.5% | +28.5% | -43.7% |
| YTD | -2.1% | -76.7% | +74.6% | +1.3% |
| 1Y | -3.7% | -88.9% | +85.3% | +4.2% |
| All | -12.3% | -92.2% | +79.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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