+2.3%
AKAM vs MAGS
+126.1%
-123.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | -8.2% | +1.1% | -9.3% | -8.6% |
| 3M | -17.6% | +7.7% | -25.3% | -20.3% |
| 6M | +2.5% | +11.7% | -9.2% | -2.2% |
| YTD | +22.8% | +4.9% | +17.9% | +20.1% |
| 1Y | +39.6% | +14.3% | +25.2% | +31.1% |
| All | +2.3% | +126.1% | -123.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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