+1,165.2%
MSI vs EPAM
+751.2%
+414.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -3.7% | +2.0% | -5.6% | -4.0% |
| 30D | +6.8% | +6.5% | +0.3% | +5.2% |
| 3M | +14.3% | +19.9% | -5.6% | +10.0% |
| 6M | -1.6% | -16.9% | +15.4% | +0.3% |
| YTD | +22.8% | -42.9% | +65.7% | +31.8% |
| 1Y | -1.1% | -30.4% | +29.3% | +2.2% |
| 3Y | +70.5% | -54.7% | +125.2% | +84.0% |
| 5Y | +102.8% | -81.8% | +184.6% | +142.5% |
| 10Y | +597.4% | +65.5% | +532.0% | +439.4% |
| All | +1,165.2% | +751.2% | +414.0% | +766.2% |
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 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