+9.6%
AKAM vs MSTZ
-99.1%
+108.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -0.5% |
| 7D | +1.5% | +17.0% | -15.6% | +2.5% |
| 30D | -13.0% | -61.8% | +48.8% | -16.9% |
| 3M | -19.4% | -54.6% | +35.2% | -21.0% |
| 6M | +0.3% | -59.3% | +59.6% | -0.4% |
| YTD | +22.4% | -74.6% | +97.0% | +21.5% |
| 1Y | +34.8% | -18.8% | +53.6% | +47.8% |
| All | +9.6% | -99.1% | +108.8% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling