-42.3%
MSTR vs EPAM
-15.2%
-27.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | -1.8% | +0.8% | -2.6% | -2.3% |
| 30D | -13.3% | +24.9% | -38.2% | -19.3% |
| 3M | +46.0% | +22.6% | +23.4% | +36.0% |
| 6M | -22.4% | +24.2% | -46.6% | -27.5% |
| YTD | -6.2% | -33.0% | +26.8% | +13.1% |
| 1Y | -42.3% | -13.3% | -29.0% | -37.9% |
| All | -42.3% | -15.2% | -27.1% | -37.9% |
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 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