+708.1%
MAS vs EPAM
+751.2%
-43.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | -0.8% | +2.0% | -2.7% | -1.2% |
| 30D | -5.6% | +6.5% | -12.1% | -7.3% |
| 3M | +4.4% | +19.9% | -15.5% | -0.9% |
| 6M | +7.2% | -16.9% | +24.1% | +9.9% |
| YTD | +16.1% | -42.9% | +59.0% | +28.5% |
| 1Y | +0.1% | -30.4% | +30.5% | +5.2% |
| 3Y | +28.3% | -54.7% | +83.0% | +44.2% |
| 5Y | +30.5% | -81.8% | +112.3% | +67.5% |
| 10Y | +139.1% | +65.5% | +73.7% | +65.2% |
| All | +708.1% | +751.2% | -43.1% | +264.4% |
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