+19.4%
AKAM vs MSTZ
-63.1%
+82.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -1.3% |
| 7D | -12.4% | +0.7% | -13.1% | -12.2% |
| 30D | -20.4% | +16.6% | -37.0% | -19.2% |
| 3M | -30.3% | -74.7% | +44.3% | -33.1% |
| 6M | -18.8% | -43.9% | +25.1% | -16.3% |
| YTD | -1.5% | -84.0% | +82.5% | -1.0% |
| 1Y | +19.4% | -65.1% | +84.5% | +27.7% |
| All | +19.4% | -63.1% | +82.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling