+671.4%
MSI vs EPAM
+168.6%
+502.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.9% |
| 7D | +7.4% | +18.8% | -11.4% | +4.0% |
| 30D | +18.7% | +44.9% | -26.2% | +10.9% |
| 3M | +14.5% | +68.6% | -54.1% | +4.0% |
| 6M | +38.1% | +65.4% | -27.3% | +24.3% |
| YTD | +38.7% | -19.9% | +58.6% | +40.8% |
| 1Y | +35.4% | -10.0% | +45.4% | +34.2% |
| 3Y | +75.1% | -30.3% | +105.4% | +75.4% |
| 5Y | +126.4% | -75.7% | +202.1% | +174.7% |
| 10Y | +671.4% | +167.2% | +504.2% | +328.6% |
| All | +671.4% | +168.6% | +502.8% | +328.6% |
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 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