-27.5%
AKAM vs MSI
+482.3%
-509.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -2.1% | -3.7% | +1.6% | 0.0% |
| 30D | -13.9% | +6.8% | -20.8% | -17.7% |
| 3M | -33.8% | +14.3% | -48.1% | -39.4% |
| 6M | +2.2% | -1.6% | +3.7% | +0.5% |
| YTD | +20.6% | +22.8% | -2.2% | +4.1% |
| 1Y | +36.3% | -1.1% | +37.4% | +32.7% |
| 3Y | -0.1% | +70.5% | -70.6% | -31.4% |
| 5Y | -7.5% | +102.8% | -110.3% | -44.1% |
| 10Y | +90.2% | +597.4% | -507.2% | -51.0% |
| All | -27.5% | +482.3% | -509.8% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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