+97.0%
MSFU vs EPAM
-59.3%
+156.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +20.6% | -28.0% | -13.3% |
| 7D | +1.0% | +23.0% | -22.0% | -6.3% |
| 30D | +0.6% | +51.6% | -51.0% | -13.3% |
| 3M | +16.4% | +50.8% | -34.4% | -0.5% |
| 6M | +53.0% | +51.1% | +1.9% | +29.5% |
| YTD | +3.5% | -19.1% | +22.6% | +7.5% |
| 1Y | -7.8% | +3.0% | -10.8% | -12.3% |
| 3Y | +35.6% | -31.2% | +66.7% | +37.3% |
| All | +97.0% | -59.3% | +156.3% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling