+677.4%
MSTR vs AKAM
+108.8%
+568.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.7% | -4.7% |
| 7D | +7.7% | +5.4% | +2.3% | +5.5% |
| 30D | +36.3% | -5.9% | +42.2% | +39.3% |
| 3M | +13.4% | -19.6% | +33.0% | +22.3% |
| 6M | -4.5% | +8.5% | -13.0% | -13.0% |
| YTD | -12.7% | +26.9% | -39.6% | -27.2% |
| 1Y | -59.6% | +41.7% | -101.3% | -68.2% |
| 3Y | +272.5% | +5.8% | +266.7% | +225.0% |
| 5Y | +107.1% | -2.3% | +109.5% | +84.8% |
| 10Y | +677.4% | +111.0% | +566.4% | +499.1% |
| All | +677.4% | +108.8% | +568.6% | +499.1% |
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