-21.3%
AKAM vs MTSI
+206.4%
-227.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.2% | +0.1% |
| 7D | +2.8% | +10.0% | -7.2% | 0.0% |
| 30D | -6.9% | -20.3% | +13.5% | -2.6% |
| 3M | -31.8% | -24.4% | -7.4% | -28.0% |
| 6M | -47.0% | -39.2% | -7.8% | -42.0% |
| YTD | -2.1% | +35.5% | -37.6% | -13.1% |
| 1Y | -3.7% | +43.0% | -46.7% | -15.9% |
| 3Y | -23.0% | +196.3% | -219.3% | -47.1% |
| All | -21.3% | +206.4% | -227.7% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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