+122.5%
AKAM vs MTSI
+1,004.6%
-882.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.8% | -4.1% | +4.8% |
| 7D | -10.4% | -10.0% | -0.4% | -8.8% |
| 30D | -20.6% | -37.2% | +16.6% | -14.2% |
| 3M | -29.9% | -30.1% | +0.1% | -26.0% |
| 6M | -31.9% | -31.9% | 0.0% | -28.5% |
| YTD | -4.8% | +23.2% | -27.9% | -10.0% |
| 1Y | +13.8% | +26.4% | -12.6% | +6.9% |
| 3Y | -23.4% | +186.2% | -209.5% | -38.3% |
| 5Y | -22.6% | +187.0% | -209.6% | -38.8% |
| 10Y | +26.3% | +460.4% | -434.1% | -20.3% |
| All | +122.5% | +1,004.6% | -882.1% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling