-56.4%
MSTR vs EPAM
-32.1%
-24.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | +12.2% | +2.0% | +10.2% | +11.6% |
| 30D | +45.2% | +6.5% | +38.6% | +41.6% |
| 3M | +10.4% | +19.9% | -9.5% | +3.1% |
| 6M | -2.5% | -16.9% | +14.4% | +5.8% |
| YTD | -6.0% | -42.9% | +36.9% | +23.4% |
| 1Y | -56.4% | -30.4% | -26.0% | -49.3% |
| All | -56.4% | -32.1% | -24.3% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling