+24.9%
AKAM vs MAS
+213.7%
-188.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.9% | +8.7% | +7.4% |
| 7D | -10.4% | +2.0% | -12.3% | -11.1% |
| 30D | -20.6% | +19.4% | -40.0% | -25.3% |
| 3M | -29.9% | +9.4% | -39.3% | -32.4% |
| 6M | -31.9% | +15.3% | -47.2% | -36.1% |
| YTD | -4.8% | +31.3% | -36.1% | -15.9% |
| 1Y | +13.8% | +34.9% | -21.0% | -0.6% |
| 3Y | -23.4% | +58.6% | -82.0% | -37.8% |
| 5Y | -22.6% | +40.7% | -63.3% | -35.9% |
| All | +24.9% | +213.7% | -188.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling