+1,301.2%
MSI vs EPAM
+1,105.1%
+196.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +20.6% | -16.6% | +0.8% |
| 7D | +5.1% | +23.0% | -17.9% | +1.4% |
| 30D | +13.3% | +51.6% | -38.3% | +5.7% |
| 3M | +18.3% | +50.8% | -32.5% | +9.8% |
| 6M | +18.7% | +51.1% | -32.4% | +9.6% |
| YTD | +36.0% | -19.1% | +55.1% | +37.5% |
| 1Y | +32.6% | +3.0% | +29.6% | +28.4% |
| 3Y | +78.3% | -31.2% | +109.5% | +79.2% |
| 5Y | +121.6% | -76.5% | +198.1% | +155.3% |
| 10Y | +689.0% | +168.4% | +520.6% | +466.2% |
| All | +1,301.2% | +1,105.1% | +196.1% | +803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling