-23.0%
AKAM vs MOS
-28.2%
+5.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | +2.8% | -2.0% | +4.7% | +3.0% |
| 30D | -6.9% | +15.3% | -22.2% | -9.3% |
| 3M | -31.8% | +1.5% | -33.3% | -32.3% |
| 6M | -47.0% | -2.0% | -45.0% | -47.2% |
| YTD | -2.1% | -6.5% | +4.4% | -3.5% |
| 1Y | -3.7% | -11.1% | +7.4% | -4.1% |
| 3Y | -23.0% | -30.3% | +7.2% | -23.3% |
| All | -23.0% | -28.2% | +5.1% | -23.3% |
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