+122.0%
MAGS vs EPAM
-30.1%
+152.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | -5.8% | +42.3% | -48.1% | -10.8% |
| 3M | +0.2% | +60.7% | -60.4% | -7.1% |
| 6M | -2.7% | +80.5% | -83.1% | -12.5% |
| YTD | +4.1% | -20.4% | +24.5% | +9.2% |
| 1Y | +7.5% | -9.6% | +17.1% | +9.4% |
| 3Y | +122.0% | -30.5% | +152.5% | +127.1% |
| All | +122.0% | -30.1% | +152.1% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling