+521.9%
MSTR vs AKAM
+31.5%
+490.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | -0.4% |
| 7D | -14.2% | +0.9% | -15.0% | -14.6% |
| 30D | -19.9% | -14.7% | -5.1% | -14.7% |
| 3M | +27.3% | -25.7% | +53.0% | +42.2% |
| 6M | -37.6% | -43.4% | +5.8% | -23.3% |
| YTD | -19.5% | -0.7% | -18.8% | -26.7% |
| 1Y | -47.1% | -4.3% | -42.8% | -51.0% |
| 3Y | +140.3% | -21.7% | +162.0% | +134.9% |
| 5Y | +49.5% | -20.7% | +70.2% | +44.5% |
| 10Y | +521.9% | +32.4% | +489.4% | +436.6% |
| All | +521.9% | +31.5% | +490.4% | +436.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling