-23.4%
AKAM vs MOS
-26.6%
+3.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | -10.4% | +21.6% | -32.0% | -13.4% |
| 30D | -20.6% | +12.0% | -32.5% | -22.2% |
| 3M | -29.9% | -3.9% | -26.0% | -29.6% |
| 6M | -31.9% | -3.3% | -28.6% | -31.9% |
| YTD | -4.8% | -4.6% | -0.1% | -6.3% |
| 1Y | +13.8% | -7.0% | +20.8% | +12.3% |
| 3Y | -23.4% | -24.4% | +1.0% | -24.2% |
| All | -23.4% | -26.6% | +3.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 3y: compounded portfolio wealth divided by compounded MOS 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…
3y analysis · Full analysis span regression · 6 months rolling