+674.5%
MSI vs EPAM
+163.7%
+510.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +8.3% | +9.1% | -0.7% | +6.4% |
| 30D | +18.9% | +38.5% | -19.6% | +11.9% |
| 3M | +13.2% | +61.0% | -47.7% | +3.7% |
| 6M | +38.3% | +58.0% | -19.8% | +25.5% |
| YTD | +38.9% | -23.5% | +62.3% | +42.1% |
| 1Y | +36.7% | -10.5% | +47.2% | +35.5% |
| 3Y | +76.6% | -33.8% | +110.4% | +78.6% |
| 5Y | +124.5% | -78.1% | +202.6% | +180.4% |
| 10Y | +674.5% | +157.7% | +516.8% | +333.4% |
| All | +674.5% | +163.7% | +510.8% | +333.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling