+222.1%
MAS vs EPAM
+180.9%
+41.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +20.6% | -24.1% | -8.0% |
| 7D | +4.6% | +23.0% | -18.5% | -0.8% |
| 30D | +19.9% | +51.6% | -31.7% | +8.4% |
| 3M | +8.9% | +50.8% | -41.9% | -1.9% |
| 6M | +20.2% | +51.1% | -31.0% | +7.0% |
| YTD | +33.9% | -19.1% | +53.0% | +36.4% |
| 1Y | +34.7% | +3.0% | +31.7% | +28.9% |
| 3Y | +60.4% | -31.2% | +91.5% | +63.0% |
| 5Y | +43.5% | -76.5% | +120.0% | +81.2% |
| All | +222.1% | +180.9% | +41.1% | +58.6% |
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