+8.0%
AKAM vs MSTU
-85.2%
+93.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -2.1% | +21.3% | -23.4% | -3.6% |
| 30D | -13.9% | +90.8% | -104.8% | -18.2% |
| 3M | -33.8% | -6.8% | -27.0% | -34.8% |
| 6M | +2.2% | -39.8% | +42.0% | +2.3% |
| YTD | +20.6% | -55.7% | +76.3% | +20.5% |
| 1Y | +36.3% | -92.7% | +129.0% | +52.1% |
| All | +8.0% | -85.2% | +93.2% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling