+34.7%
MAS vs EPAM
+4.5%
+30.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +20.6% | -24.1% | -4.1% |
| 7D | +4.6% | +23.0% | -18.5% | +3.7% |
| 30D | +19.9% | +51.6% | -31.7% | +17.7% |
| 3M | +8.9% | +50.8% | -41.9% | +6.7% |
| 6M | +20.2% | +51.1% | -31.0% | +17.9% |
| YTD | +33.9% | -19.1% | +53.0% | +33.5% |
| 1Y | +34.7% | +3.0% | +31.7% | +37.5% |
| All | +34.7% | +4.5% | +30.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling