-3.9%
MSFU vs EPAM
-11.8%
+7.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.0% | +5.7% |
| 7D | +14.6% | +9.1% | +5.5% | +12.4% |
| 30D | +2.1% | +38.5% | -36.4% | -7.0% |
| 3M | +14.7% | +61.0% | -46.3% | -0.3% |
| 6M | +55.7% | +58.0% | -2.4% | +32.1% |
| YTD | +7.1% | -23.5% | +30.6% | +17.4% |
| All | -3.9% | -11.8% | +7.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling