+526.8%
MSTR vs EPAM
+168.6%
+358.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.7% | -8.3% | -5.4% |
| 7D | -10.7% | +18.8% | -29.5% | -18.3% |
| 30D | -21.6% | +44.9% | -66.5% | -34.0% |
| 3M | +24.4% | +68.6% | -44.2% | -1.6% |
| 6M | -35.5% | +65.4% | -100.9% | -49.8% |
| YTD | -20.3% | -19.9% | -0.4% | -17.3% |
| 1Y | -49.3% | -10.0% | -39.3% | -50.0% |
| 3Y | +137.8% | -30.3% | +168.0% | +144.7% |
| 5Y | +48.3% | -75.7% | +124.0% | +116.8% |
| 10Y | +526.8% | +167.2% | +359.6% | +298.0% |
| All | +526.8% | +168.6% | +358.1% | +298.0% |
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 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