+95.0%
MSFU vs EPAM
-59.7%
+154.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -9.0% | -5.7% |
| 7D | +4.0% | +18.8% | -14.7% | -2.3% |
| 30D | -2.3% | +44.9% | -47.3% | -14.6% |
| 3M | +7.1% | +68.6% | -61.5% | -11.2% |
| 6M | +48.9% | +65.4% | -16.5% | +22.1% |
| YTD | +2.4% | -19.9% | +22.3% | +6.6% |
| 1Y | -8.1% | -10.0% | +1.9% | -8.4% |
| 3Y | +25.2% | -30.3% | +55.4% | +25.7% |
| All | +95.0% | -59.7% | +154.7% | +168.4% |
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 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