-9.6%
MOS vs EPAM
-81.9%
+72.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.6% |
| 7D | +9.5% | +2.0% | +7.6% | +9.4% |
| 30D | +10.4% | +6.5% | +3.9% | +9.9% |
| 3M | +12.9% | +19.9% | -7.0% | +11.3% |
| 6M | +1.2% | -16.9% | +18.2% | +2.1% |
| YTD | +9.3% | -42.9% | +52.2% | +12.8% |
| 1Y | -18.0% | -30.4% | +12.4% | -16.7% |
| 3Y | -29.0% | -54.7% | +25.7% | -26.9% |
| All | -9.6% | -81.9% | +72.3% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling