-46.4%
AKAM vs MAS
+478.7%
-525.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.4% | -6.0% | -8.0% |
| 7D | -21.7% | +4.6% | -26.2% | -23.2% |
| 30D | -28.3% | +19.9% | -48.2% | -33.8% |
| 3M | -36.3% | +8.9% | -45.2% | -39.1% |
| 6M | -34.0% | +20.2% | -54.2% | -40.2% |
| YTD | -10.8% | +33.9% | -44.7% | -24.0% |
| 1Y | +6.7% | +34.7% | -28.0% | -9.5% |
| 3Y | -28.3% | +60.4% | -88.6% | -44.7% |
| 5Y | -27.4% | +43.5% | -70.9% | -43.0% |
| 10Y | +18.3% | +226.7% | -208.4% | -39.5% |
| All | -46.4% | +478.7% | -525.1% | -79.5% |
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