+264.1%
MRSH vs EPAM
+157.4%
+106.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.4% | +2.4% | -1.0% | +1.0% |
| 30D | +16.5% | +42.3% | -25.9% | +9.7% |
| 3M | +10.8% | +60.7% | -49.9% | +2.2% |
| 6M | +32.1% | +80.5% | -48.4% | +18.8% |
| YTD | +14.5% | -20.4% | +34.8% | +15.7% |
| 1Y | +15.5% | -9.6% | +25.1% | +14.3% |
| 3Y | +9.3% | -30.5% | +39.8% | +9.2% |
| 5Y | +35.1% | -75.7% | +110.8% | +58.5% |
| All | +264.1% | +157.4% | +106.7% | +121.0% |
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