+1,294.4%
MSI vs EPAM
+1,058.6%
+235.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | +4.7% | +13.4% | -8.7% | +2.3% |
| 30D | +14.8% | +47.1% | -32.3% | +7.6% |
| 3M | +8.8% | +71.2% | -62.4% | -0.6% |
| 6M | +19.3% | +48.9% | -29.6% | +10.4% |
| YTD | +35.3% | -22.2% | +57.6% | +37.7% |
| 1Y | +33.8% | -5.2% | +38.9% | +31.4% |
| 3Y | +74.4% | -34.9% | +109.4% | +76.9% |
| 5Y | +120.5% | -77.4% | +197.9% | +155.6% |
| 10Y | +685.2% | +158.1% | +527.1% | +466.9% |
| All | +1,294.4% | +1,058.6% | +235.8% | +805.0% |
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 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