+541.8%
MS vs AKAM
+31.8%
+510.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.7% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | +0.9% | -14.7% | +15.6% | +4.7% |
| 3M | -10.8% | -25.7% | +14.9% | -4.7% |
| 6M | +0.9% | -43.4% | +44.3% | +14.7% |
| YTD | +9.8% | -0.7% | +10.5% | +2.6% |
| 1Y | +17.1% | -4.3% | +21.4% | +10.6% |
| 3Y | +175.7% | -21.7% | +197.5% | +168.2% |
| 5Y | +125.9% | -20.7% | +146.6% | +114.9% |
| All | +541.8% | +31.8% | +510.0% | +402.4% |
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