-21.3%
AKAM vs MAS
+39.9%
-61.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +2.8% | +3.0% | -0.2% | +1.8% |
| 30D | -6.9% | +22.4% | -29.3% | -12.7% |
| 3M | -31.8% | +14.5% | -46.3% | -34.8% |
| 6M | -47.0% | +27.1% | -74.1% | -51.7% |
| YTD | -2.1% | +35.8% | -37.9% | -14.3% |
| 1Y | -3.7% | +39.4% | -43.1% | -16.7% |
| 3Y | -23.0% | +60.3% | -83.3% | -37.6% |
| All | -21.3% | +39.9% | -61.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling