+35.3%
MAS vs EPAM
-81.9%
+117.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.2% |
| 7D | -0.8% | +2.0% | -2.7% | -1.1% |
| 30D | -5.6% | +6.5% | -12.1% | -6.8% |
| 3M | +4.4% | +19.9% | -15.5% | +0.4% |
| 6M | +7.2% | -16.9% | +24.1% | +9.5% |
| YTD | +16.1% | -42.9% | +59.0% | +26.1% |
| 1Y | +0.1% | -30.4% | +30.5% | +4.3% |
| 3Y | +28.3% | -54.7% | +83.0% | +40.5% |
| All | +35.3% | -81.9% | +117.2% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling