-28.3%
MOS vs EPAM
-54.6%
+26.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.7% |
| 7D | +9.5% | +2.0% | +7.6% | +9.3% |
| 30D | +10.4% | +6.5% | +3.9% | +9.4% |
| 3M | +12.9% | +19.9% | -7.0% | +10.1% |
| 6M | +1.2% | -16.9% | +18.2% | +3.3% |
| YTD | +9.3% | -42.9% | +52.2% | +17.3% |
| 1Y | -18.0% | -30.4% | +12.4% | -15.3% |
| All | -28.3% | -54.6% | +26.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling