+794.2%
MS vs AKAM
+95.9%
+698.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | 0.0% | -4.5% | +4.4% | +0.9% |
| 3M | +2.4% | -25.6% | +28.0% | +9.6% |
| 6M | +36.4% | +5.7% | +30.7% | +29.4% |
| YTD | +23.8% | +21.0% | +2.8% | +11.1% |
| 1Y | +48.6% | +33.9% | +14.7% | +28.3% |
| 3Y | +179.1% | +0.9% | +178.3% | +155.6% |
| 5Y | +144.8% | -6.9% | +151.7% | +126.1% |
| 10Y | +794.2% | +97.4% | +696.8% | +516.2% |
| All | +794.2% | +95.9% | +698.2% | +516.2% |
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