-42.8%
AKAM vs MOS
+145.3%
-188.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | -10.4% | +21.6% | -32.0% | -15.9% |
| 30D | -20.6% | +12.0% | -32.5% | -23.9% |
| 3M | -29.9% | -3.9% | -26.0% | -30.1% |
| 6M | -31.9% | -3.3% | -28.6% | -32.8% |
| YTD | -4.8% | -4.6% | -0.1% | -7.0% |
| 1Y | +13.8% | -7.0% | +20.8% | +11.6% |
| 3Y | -23.4% | -24.4% | +1.0% | -22.4% |
| 5Y | -22.6% | -32.1% | +9.6% | -24.7% |
| 10Y | +26.3% | +10.3% | +15.9% | -13.8% |
| All | -42.8% | +145.3% | -188.1% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling