+724.1%
MS vs AKAM
-4.3%
+728.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +1.4% | -2.1% | +3.5% | +1.9% |
| 30D | -0.3% | -13.9% | +13.7% | +3.2% |
| 3M | +0.3% | -33.8% | +34.1% | +10.0% |
| 6M | +31.3% | +2.2% | +29.2% | +26.7% |
| YTD | +24.7% | +20.6% | +4.1% | +14.2% |
| 1Y | +47.9% | +36.3% | +11.6% | +30.6% |
| 3Y | +178.3% | -0.1% | +178.5% | +160.5% |
| 5Y | +144.9% | -7.5% | +152.4% | +131.3% |
| 10Y | +804.5% | +90.2% | +714.4% | +589.3% |
| All | +724.1% | -4.3% | +728.5% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling