+180.5%
MSTR vs AKAM
-23.4%
+203.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -2.8% |
| 7D | -1.2% | -10.4% | +9.2% | +2.7% |
| 30D | -15.9% | -20.6% | +4.6% | -8.7% |
| 3M | +33.1% | -29.9% | +63.0% | +49.9% |
| 6M | -31.0% | -31.9% | +0.9% | -23.3% |
| YTD | -15.1% | -4.8% | -10.4% | -23.3% |
| 1Y | -45.6% | +13.8% | -59.5% | -56.2% |
| 3Y | +180.5% | -23.4% | +203.9% | +174.5% |
| All | +180.5% | -23.4% | +203.9% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling