+865.0%
MAS vs EPAM
+899.0%
-34.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.8% |
| 7D | +14.2% | +0.8% | +13.3% | +13.9% |
| 30D | +26.8% | +24.9% | +1.9% | +20.5% |
| 3M | +13.1% | +22.6% | -9.4% | +7.4% |
| 6M | +27.9% | +24.2% | +3.7% | +19.8% |
| YTD | +38.7% | -33.0% | +71.6% | +47.8% |
| 1Y | +40.4% | -13.3% | +53.7% | +40.3% |
| 3Y | +66.1% | -42.9% | +109.0% | +76.8% |
| 5Y | +47.4% | -80.8% | +128.2% | +88.2% |
| 10Y | +238.3% | +122.5% | +115.8% | +118.4% |
| All | +865.0% | +899.0% | -34.0% | +318.9% |
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