-18.0%
MOS vs EPAM
-32.1%
+14.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.4% |
| 7D | +9.5% | +2.0% | +7.6% | +9.5% |
| 30D | +10.4% | +6.5% | +3.9% | +10.3% |
| 3M | +12.9% | +19.9% | -7.0% | +12.8% |
| 6M | +1.2% | -16.9% | +18.2% | +1.6% |
| YTD | +9.3% | -42.9% | +52.2% | +11.6% |
| 1Y | -18.0% | -30.4% | +12.4% | -20.3% |
| All | -18.0% | -32.1% | +14.2% | -20.3% |
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