+13.7%
AKAM vs MSTU
-87.2%
+100.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.3% | +5.2% |
| 7D | +5.4% | +12.9% | -7.5% | +4.2% |
| 30D | -5.9% | +68.3% | -74.2% | -9.8% |
| 3M | -19.6% | +0.4% | -20.0% | -21.2% |
| 6M | +8.5% | -41.5% | +50.0% | +8.8% |
| YTD | +26.9% | -61.7% | +88.6% | +27.9% |
| 1Y | +41.7% | -93.7% | +135.4% | +59.5% |
| All | +13.7% | -87.2% | +100.9% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling