+166.9%
MSTR vs AKAM
-24.5%
+191.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -2.4% |
| 7D | -1.2% | -10.4% | +9.2% | +2.1% |
| 30D | -15.9% | -20.6% | +4.6% | -9.8% |
| 3M | +33.1% | -29.9% | +63.0% | +47.6% |
| 6M | -31.0% | -31.9% | +0.9% | -24.2% |
| YTD | -15.1% | -4.8% | -10.4% | -18.0% |
| 1Y | -45.6% | +13.8% | -59.5% | -50.6% |
| 3Y | +180.5% | -23.4% | +203.9% | +186.9% |
| 5Y | +61.7% | -22.6% | +84.2% | +67.6% |
| 10Y | +578.0% | +26.3% | +551.8% | +476.7% |
| All | +166.9% | -24.5% | +191.3% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling