+521.9%
MSTR vs EPAM
+165.6%
+356.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -14.2% | +18.5% | -32.7% | -21.3% |
| 30D | -19.9% | +44.0% | -63.9% | -32.5% |
| 3M | +27.3% | +63.0% | -35.7% | +2.1% |
| 6M | -37.6% | +67.3% | -104.8% | -51.7% |
| YTD | -19.5% | -20.5% | +1.0% | -16.2% |
| 1Y | -47.1% | -9.6% | -37.5% | -48.0% |
| 3Y | +140.3% | -30.8% | +171.1% | +148.0% |
| 5Y | +49.5% | -75.6% | +125.1% | +118.4% |
| 10Y | +521.9% | +159.6% | +362.3% | +302.6% |
| All | +521.9% | +165.6% | +356.2% | +302.6% |
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