+481.0%
MSTR vs AKAM
+29.8%
+451.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | -13.4% | +2.8% | -16.2% | -14.5% |
| 30D | -22.1% | -6.9% | -15.2% | -20.0% |
| 3M | +15.0% | -31.8% | +46.8% | +33.1% |
| 6M | -37.3% | -47.0% | +9.7% | -20.7% |
| YTD | -26.5% | -2.1% | -24.4% | -32.7% |
| 1Y | -46.5% | -3.7% | -42.8% | -50.6% |
| 3Y | +121.1% | -23.0% | +144.1% | +117.6% |
| 5Y | +37.5% | -23.4% | +60.9% | +34.4% |
| All | +481.0% | +29.8% | +451.2% | +405.1% |
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