-5.8%
MSFU vs EPAM
-4.9%
-0.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.2% |
| 7D | +2.5% | +13.4% | -10.9% | -0.5% |
| 30D | -1.3% | +47.1% | -48.4% | -11.7% |
| 3M | +8.6% | +71.2% | -62.5% | -7.2% |
| 6M | +48.4% | +48.9% | -0.5% | +28.5% |
| YTD | +1.6% | -22.2% | +23.8% | +11.0% |
| 1Y | -5.8% | -5.2% | -0.6% | +4.9% |
| All | -5.8% | -4.9% | -0.8% | +4.9% |
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