+123.6%
MSTR vs AKAM
-7.1%
+130.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | +12.2% | -2.1% | +14.3% | +13.5% |
| 30D | +45.2% | -13.9% | +59.1% | +55.4% |
| 3M | +10.4% | -33.8% | +44.2% | +34.6% |
| 6M | -2.5% | +2.2% | -4.7% | -12.6% |
| YTD | -6.0% | +20.6% | -26.6% | -27.4% |
| 1Y | -56.4% | +36.3% | -92.7% | -69.6% |
| 3Y | +306.3% | -0.1% | +306.4% | +230.0% |
| All | +123.6% | -7.1% | +130.7% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling