+8.4%
AKAM vs MSTZ
-99.2%
+107.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.2% | -7.8% | +0.9% |
| 7D | -0.8% | -25.4% | +24.6% | -2.1% |
| 30D | -4.5% | -60.9% | +56.4% | -8.6% |
| 3M | -25.6% | -54.2% | +28.6% | -26.9% |
| 6M | +5.7% | -65.0% | +70.7% | +4.0% |
| YTD | +21.0% | -76.5% | +97.5% | +19.6% |
| 1Y | +33.9% | -23.4% | +57.3% | +46.2% |
| All | +8.4% | -99.2% | +107.6% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling