+591.0%
MS vs AKAM
-24.5%
+615.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -2.2% |
| 7D | -1.6% | -10.4% | +8.8% | +1.0% |
| 30D | -3.8% | -20.6% | +16.8% | +1.4% |
| 3M | -14.6% | -29.9% | +15.3% | -7.8% |
| 6M | -5.1% | -31.9% | +26.8% | +1.5% |
| YTD | +4.5% | -4.8% | +9.3% | +0.7% |
| 1Y | +13.5% | +13.8% | -0.3% | +4.2% |
| 3Y | +160.4% | -23.4% | +183.8% | +158.3% |
| 5Y | +112.9% | -22.6% | +135.4% | +108.6% |
| 10Y | +633.4% | +26.3% | +607.2% | +515.4% |
| All | +591.0% | -24.5% | +615.4% | +272.7% |
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