-38.7%
MOS vs EPAM
+751.2%
-789.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.8% |
| 7D | +9.5% | +2.0% | +7.6% | +9.2% |
| 30D | +10.4% | +6.5% | +3.9% | +9.0% |
| 3M | +12.9% | +19.9% | -7.0% | +8.9% |
| 6M | +1.2% | -16.9% | +18.2% | +3.0% |
| YTD | +9.3% | -42.9% | +52.2% | +17.2% |
| 1Y | -18.0% | -30.4% | +12.4% | -15.1% |
| 3Y | -29.0% | -54.7% | +25.7% | -23.2% |
| 5Y | -9.6% | -81.8% | +72.2% | +9.0% |
| 10Y | +6.1% | +65.5% | -59.4% | -21.5% |
| All | -38.7% | +751.2% | -789.9% | -61.5% |
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