+570.4%
MSTR vs EPAM
+170.1%
+400.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +1.2% |
| 7D | -1.2% | +13.4% | -14.6% | -7.9% |
| 30D | -15.9% | +47.1% | -63.0% | -29.8% |
| 3M | +33.1% | +71.2% | -38.0% | +4.8% |
| 6M | -31.0% | +48.9% | -79.9% | -44.0% |
| YTD | -15.1% | -22.2% | +7.1% | -10.9% |
| 1Y | -45.6% | -5.2% | -40.5% | -47.6% |
| 3Y | +180.5% | -34.9% | +215.5% | +197.0% |
| 5Y | +61.7% | -77.4% | +139.1% | +143.5% |
| All | +570.4% | +170.1% | +400.3% | +328.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling