+7.6%
MOS vs EPAM
+170.1%
-162.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.7% |
| 7D | +21.6% | +13.4% | +8.2% | +18.9% |
| 30D | +12.0% | +47.1% | -35.1% | +4.8% |
| 3M | -3.9% | +71.2% | -75.1% | -12.4% |
| 6M | -3.3% | +48.9% | -52.2% | -10.7% |
| YTD | -4.6% | -22.2% | +17.6% | -2.6% |
| 1Y | -7.0% | -5.2% | -1.8% | -8.4% |
| 3Y | -24.4% | -34.9% | +10.5% | -22.7% |
| 5Y | -32.1% | -77.4% | +45.3% | -13.4% |
| All | +7.6% | +170.1% | -162.5% | -40.6% |
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 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