+124.2%
MSI vs EPAM
-75.7%
+199.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +3.2% | +2.4% | +0.8% | +3.0% |
| 30D | +17.6% | +42.3% | -24.7% | +13.2% |
| 3M | +14.5% | +60.7% | -46.1% | +8.8% |
| 6M | +34.3% | +80.5% | -46.2% | +25.1% |
| YTD | +39.7% | -20.4% | +60.1% | +41.0% |
| 1Y | +40.2% | -9.6% | +49.8% | +39.3% |
| 3Y | +77.1% | -30.5% | +107.6% | +77.4% |
| All | +124.2% | -75.7% | +199.9% | +149.3% |
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