+27.9%
AKAM vs MAS
+217.0%
-189.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.7% |
| 7D | -3.3% | +3.6% | -6.8% | -4.5% |
| 30D | -21.7% | +23.8% | -45.5% | -27.3% |
| 3M | -28.8% | +14.4% | -43.3% | -32.3% |
| 6M | -43.3% | +19.7% | -63.1% | -47.5% |
| YTD | -4.1% | +36.0% | -40.0% | -16.3% |
| 1Y | -3.9% | +40.4% | -44.3% | -17.3% |
| 3Y | -24.4% | +58.9% | -83.3% | -38.7% |
| 5Y | -23.8% | +44.5% | -68.3% | -37.4% |
| All | +27.9% | +217.0% | -189.1% | -28.4% |
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