+72.1%
MSI vs EPAM
-54.6%
+126.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | -3.7% | +2.0% | -5.6% | -3.8% |
| 30D | +6.8% | +6.5% | +0.3% | +6.2% |
| 3M | +14.3% | +19.9% | -5.6% | +12.3% |
| 6M | -1.6% | -16.9% | +15.4% | -1.2% |
| YTD | +22.8% | -42.9% | +65.7% | +26.0% |
| 1Y | -1.1% | -30.4% | +29.3% | -0.6% |
| All | +72.1% | -54.6% | +126.6% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling