+7.5%
MOS vs EPAM
+180.9%
-173.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +20.6% | -17.3% | 0.0% |
| 7D | +22.5% | +23.0% | -0.5% | +18.2% |
| 30D | +6.6% | +51.6% | -44.9% | -0.7% |
| 3M | -3.8% | +50.8% | -54.6% | -10.7% |
| 6M | -2.2% | +51.1% | -53.3% | -9.9% |
| YTD | -4.8% | -19.1% | +14.3% | -3.3% |
| 1Y | -11.7% | +3.0% | -14.7% | -14.3% |
| 3Y | -26.5% | -31.2% | +4.6% | -25.6% |
| 5Y | -32.2% | -76.5% | +44.3% | -14.0% |
| All | +7.5% | +180.9% | -173.4% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling