-18.4%
MSFU vs EPAM
-32.1%
+13.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | -3.1% | +18.4% | -21.5% | -7.6% |
| 3M | +35.3% | +19.2% | +16.0% | +24.8% |
| 6M | +31.6% | -21.0% | +52.5% | +36.7% |
| YTD | -9.5% | -43.7% | +34.2% | +3.8% |
| 1Y | -18.4% | -29.9% | +11.5% | -9.5% |
| All | -18.4% | -32.1% | +13.7% | -9.5% |
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