+93.3%
MSFU vs EPAM
-60.9%
+154.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.7% |
| 7D | +2.5% | +13.4% | -10.9% | -2.5% |
| 30D | -1.3% | +47.1% | -48.4% | -14.2% |
| 3M | +8.6% | +71.2% | -62.5% | -10.4% |
| 6M | +48.4% | +48.9% | -0.5% | +26.0% |
| YTD | +1.6% | -22.2% | +23.8% | +6.7% |
| 1Y | -5.8% | -5.2% | -0.6% | -7.8% |
| 3Y | +30.9% | -34.9% | +65.9% | +35.3% |
| All | +93.3% | -60.9% | +154.2% | +168.7% |
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