-48.3%
MOS vs EPAM
+899.0%
-947.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.6% | +18.0% | +17.5% |
| 7D | +17.9% | +0.8% | +17.1% | +17.8% |
| 30D | +1.6% | +24.9% | -23.4% | -2.0% |
| 3M | -4.0% | +22.6% | -26.6% | -7.5% |
| 6M | -4.1% | +24.2% | -28.3% | -8.4% |
| YTD | -7.8% | -33.0% | +25.2% | -3.8% |
| 1Y | -15.6% | -13.3% | -2.3% | -15.7% |
| 3Y | -28.9% | -42.9% | +14.1% | -25.9% |
| 5Y | -36.8% | -80.8% | +44.0% | -23.5% |
| 10Y | +6.7% | +122.5% | -115.8% | -24.4% |
| All | -48.3% | +899.0% | -947.2% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling