+671.3%
MSI vs EPAM
+165.6%
+505.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +7.7% | +18.5% | -10.8% | +4.3% |
| 30D | +19.9% | +44.0% | -24.1% | +12.1% |
| 3M | +14.9% | +63.0% | -48.0% | +5.0% |
| 6M | +37.2% | +67.3% | -30.0% | +23.3% |
| YTD | +40.8% | -20.5% | +61.3% | +43.0% |
| 1Y | +38.1% | -9.6% | +47.8% | +36.8% |
| 3Y | +77.7% | -30.8% | +108.5% | +78.3% |
| 5Y | +129.0% | -75.6% | +204.7% | +177.3% |
| 10Y | +671.3% | +159.6% | +511.7% | +334.0% |
| All | +671.3% | +165.6% | +505.7% | +334.0% |
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