+190.0%
MAGS vs EPAM
-46.0%
+236.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | +1.3% | +9.1% | -7.7% | -0.2% |
| 30D | -6.3% | +38.5% | -44.8% | -11.2% |
| 3M | -0.1% | +61.0% | -61.0% | -7.6% |
| 6M | -0.8% | +58.0% | -58.8% | -8.9% |
| YTD | +4.7% | -23.5% | +28.2% | +9.5% |
| 1Y | +6.8% | -10.5% | +17.3% | +7.9% |
| 3Y | +128.9% | -33.8% | +162.8% | +134.8% |
| All | +190.0% | -46.0% | +236.1% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling