+112.4%
MS vs AKAM
-22.7%
+135.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -2.0% |
| 7D | -1.6% | -10.4% | +8.8% | +0.6% |
| 30D | -3.8% | -20.6% | +16.8% | +0.6% |
| 3M | -14.6% | -29.9% | +15.3% | -8.8% |
| 6M | -5.1% | -31.9% | +26.8% | +0.6% |
| YTD | +4.5% | -4.8% | +9.3% | -0.9% |
| 1Y | +13.5% | +13.8% | -0.3% | +1.3% |
| 3Y | +160.4% | -23.4% | +183.8% | +153.9% |
| All | +112.4% | -22.7% | +135.1% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling