+191.5%
MAGS vs EPAM
-59.7%
+251.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | +0.5% | +2.0% | -1.4% | +0.2% |
| 30D | +1.5% | +6.5% | -5.0% | +0.2% |
| 3M | +0.5% | +19.9% | -19.5% | -3.2% |
| 6M | +11.6% | -16.9% | +28.5% | +14.7% |
| YTD | +5.3% | -42.9% | +48.1% | +15.6% |
| 1Y | +14.9% | -30.4% | +45.3% | +20.5% |
| 3Y | +128.9% | -54.7% | +183.6% | +149.0% |
| All | +191.5% | -59.7% | +251.2% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling