+13.7%
AKAM vs MSTZ
-99.2%
+112.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.6% | +5.2% |
| 7D | +5.4% | -23.6% | +28.9% | +4.2% |
| 30D | -5.9% | -60.7% | +54.9% | -9.9% |
| 3M | -19.6% | -58.3% | +38.6% | -21.6% |
| 6M | +8.5% | -60.0% | +68.5% | +7.5% |
| YTD | +26.9% | -75.2% | +102.2% | +25.8% |
| 1Y | +41.7% | -19.9% | +61.6% | +55.2% |
| All | +13.7% | -99.2% | +112.9% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling