+75.1%
MSI vs EPAM
-31.2%
+106.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.4% |
| 7D | +7.4% | +18.8% | -11.4% | +6.2% |
| 30D | +18.7% | +44.9% | -26.2% | +16.2% |
| 3M | +14.5% | +68.6% | -54.1% | +11.2% |
| 6M | +38.1% | +65.4% | -27.3% | +33.3% |
| YTD | +38.7% | -19.9% | +58.6% | +38.5% |
| 1Y | +35.4% | -10.0% | +45.4% | +33.9% |
| 3Y | +75.1% | -30.3% | +105.4% | +74.1% |
| All | +75.1% | -31.2% | +106.3% | +74.1% |
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