+53.0%
MSFU vs EPAM
+50.2%
+2.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +20.6% | -28.0% | -9.0% |
| 7D | +1.0% | +23.0% | -22.0% | -1.5% |
| 30D | +0.6% | +51.6% | -51.0% | -7.5% |
| 3M | +16.4% | +50.8% | -34.4% | +6.8% |
| 6M | +53.0% | +51.1% | +1.9% | +39.6% |
| All | +53.0% | +50.2% | +2.8% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling