+123.7%
MSI vs EPAM
-75.8%
+199.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.6% | -1.1% | +3.7% | +2.7% |
| 30D | +18.1% | +41.8% | -23.7% | +13.8% |
| 3M | +13.2% | +63.4% | -50.2% | +7.4% |
| 6M | +36.3% | +72.2% | -35.9% | +27.6% |
| YTD | +39.5% | -20.0% | +59.5% | +40.7% |
| 1Y | +36.9% | -9.0% | +45.9% | +35.9% |
| 3Y | +76.1% | -30.4% | +106.5% | +76.3% |
| 5Y | +123.7% | -75.6% | +199.3% | +149.0% |
| All | +123.7% | -75.8% | +199.5% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling