+212.3%
MRSH vs EPAM
+69.2%
+143.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.9% | -4.5% | -1.5% | -5.2% |
| 30D | -7.3% | +14.6% | -21.9% | -9.3% |
| 3M | +6.7% | +23.1% | -16.4% | +2.6% |
| 6M | +3.0% | -19.5% | +22.4% | +5.5% |
| YTD | -2.9% | -44.1% | +41.2% | +4.3% |
| 1Y | -9.0% | -25.2% | +16.2% | -6.9% |
| 3Y | -4.3% | -56.8% | +52.5% | +3.7% |
| 5Y | +19.4% | -81.7% | +101.2% | +45.3% |
| All | +212.3% | +69.2% | +143.1% | +107.3% |
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 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