-40.8%
AKAM vs MAS
+499.3%
-540.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -3.0% |
| 7D | -12.4% | +14.2% | -26.6% | -17.4% |
| 30D | -20.4% | +26.8% | -47.2% | -28.3% |
| 3M | -30.3% | +13.1% | -43.5% | -34.5% |
| 6M | -18.8% | +27.9% | -46.7% | -28.3% |
| YTD | -1.5% | +38.7% | -40.2% | -17.4% |
| 1Y | +19.4% | +40.4% | -21.0% | -0.5% |
| 3Y | -20.8% | +66.1% | -86.9% | -39.9% |
| 5Y | -21.6% | +47.4% | -69.1% | -39.2% |
| 10Y | +30.6% | +238.3% | -207.8% | -34.3% |
| All | -40.8% | +499.3% | -540.2% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling