+553.7%
MS vs AKAM
+25.2%
+528.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | -0.8% |
| 7D | +0.8% | -3.3% | +4.0% | +1.5% |
| 30D | -0.7% | -21.7% | +21.0% | +5.2% |
| 3M | -12.4% | -28.8% | +16.5% | -5.3% |
| 6M | -1.7% | -43.3% | +41.6% | +11.6% |
| YTD | +8.0% | -4.1% | +12.1% | +1.9% |
| 1Y | +16.2% | -3.9% | +20.1% | +9.4% |
| 3Y | +171.3% | -24.4% | +195.7% | +166.2% |
| 5Y | +124.8% | -23.8% | +148.5% | +116.1% |
| 10Y | +553.7% | +26.4% | +527.3% | +416.4% |
| All | +553.7% | +25.2% | +528.4% | +416.4% |
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