-27.5%
AKAM vs MOS
+181.2%
-208.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -2.1% | +9.5% | -11.6% | -4.7% |
| 30D | -13.9% | +10.4% | -24.4% | -16.6% |
| 3M | -33.8% | +12.9% | -46.7% | -36.7% |
| 6M | +2.2% | +1.2% | +0.9% | -0.1% |
| YTD | +20.6% | +9.3% | +11.3% | +14.4% |
| 1Y | +36.3% | -18.0% | +54.3% | +39.8% |
| 3Y | -0.1% | -29.0% | +28.9% | +3.8% |
| 5Y | -7.5% | -9.6% | +2.0% | -17.0% |
| 10Y | +90.2% | +6.1% | +84.1% | +34.4% |
| All | -27.5% | +181.2% | -208.8% | -80.1% |
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