+10.0%
AKAM vs MSTZ
-99.1%
+109.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.6% | -9.9% | -2.9% |
| 7D | +0.6% | +24.8% | -24.2% | +2.0% |
| 30D | -8.2% | -59.2% | +51.0% | -11.9% |
| 3M | -17.6% | -56.9% | +39.3% | -19.5% |
| 6M | +2.5% | -57.6% | +60.1% | +2.0% |
| YTD | +22.8% | -73.6% | +96.4% | +22.2% |
| 1Y | +39.6% | -15.6% | +55.1% | +53.4% |
| All | +10.0% | -99.1% | +109.1% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling