+578.8%
MS vs AKAM
+23.5%
+555.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +4.0% |
| 7D | +0.7% | -7.4% | +8.1% | +2.6% |
| 30D | -0.9% | -24.9% | +24.0% | +6.1% |
| 3M | -13.0% | -27.4% | +14.4% | -6.6% |
| 6M | -2.0% | -45.6% | +43.7% | +12.5% |
| YTD | +7.8% | -8.0% | +15.8% | +2.8% |
| 1Y | +17.9% | -4.1% | +22.0% | +10.7% |
| 3Y | +174.8% | -26.9% | +201.7% | +171.8% |
| 5Y | +119.9% | -26.6% | +146.4% | +113.4% |
| 10Y | +578.8% | +20.7% | +558.2% | +443.0% |
| All | +578.8% | +23.5% | +555.3% | +443.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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