-20.2%
AKAM vs MOS
-34.1%
+13.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.5% |
| 7D | +11.2% | -2.6% | +13.8% | +11.6% |
| 30D | -13.4% | +13.5% | -26.8% | -15.2% |
| 3M | -29.5% | -2.9% | -26.6% | -29.5% |
| 6M | -42.1% | -1.0% | -41.1% | -42.5% |
| YTD | -0.8% | -7.2% | +6.4% | -1.5% |
| 1Y | -3.9% | -11.4% | +7.5% | -4.1% |
| 3Y | -21.9% | -29.0% | +7.1% | -20.9% |
| All | -20.2% | -34.1% | +13.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling