-27.5%
AKAM vs MAS
+401.9%
-429.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.0% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -13.9% | -5.6% | -8.4% | -12.2% |
| 3M | -33.8% | +4.4% | -38.3% | -35.9% |
| 6M | +2.2% | +7.2% | -5.0% | -3.2% |
| YTD | +20.6% | +16.1% | +4.5% | +9.6% |
| 1Y | +36.3% | +0.1% | +36.2% | +31.9% |
| 3Y | -0.1% | +28.3% | -28.4% | -15.2% |
| 5Y | -7.5% | +30.5% | -38.0% | -24.2% |
| 10Y | +90.2% | +139.1% | -49.0% | +11.4% |
| All | -27.5% | +401.9% | -429.4% | -70.4% |
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 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