+652.5%
MRSH vs EPAM
+751.2%
-98.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.1% |
| 7D | -3.6% | +2.0% | -5.5% | -3.9% |
| 30D | -3.0% | +6.5% | -9.5% | -4.2% |
| 3M | +15.8% | +19.9% | -4.1% | +12.0% |
| 6M | +1.6% | -16.9% | +18.5% | +3.5% |
| YTD | +1.7% | -42.9% | +44.6% | +8.7% |
| 1Y | -8.0% | -30.4% | +22.3% | -4.9% |
| 3Y | -0.3% | -54.7% | +54.5% | +7.0% |
| 5Y | +25.9% | -81.8% | +107.7% | +48.1% |
| 10Y | +222.0% | +65.5% | +156.5% | +147.8% |
| All | +652.5% | +751.2% | -98.7% | +364.3% |
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 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