-47.1%
MSTR vs AKAM
-0.3%
-46.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.2% |
| 7D | -14.2% | +0.9% | -15.0% | -14.3% |
| 30D | -19.9% | -14.7% | -5.1% | -17.0% |
| 3M | +27.3% | -25.7% | +53.0% | +34.8% |
| 6M | -37.6% | -43.4% | +5.8% | -30.9% |
| YTD | -19.5% | -0.7% | -18.8% | -23.2% |
| 1Y | -47.1% | -4.3% | -42.8% | -48.3% |
| All | -47.1% | -0.3% | -46.8% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling