+481.0%
MSTR vs EPAM
+157.4%
+323.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -13.4% | +2.4% | -15.8% | -14.3% |
| 30D | -22.1% | +42.3% | -64.4% | -34.0% |
| 3M | +15.0% | +60.7% | -45.7% | -7.3% |
| 6M | -37.3% | +80.5% | -117.8% | -53.0% |
| YTD | -26.5% | -20.4% | -6.2% | -23.6% |
| 1Y | -46.5% | -9.6% | -36.9% | -47.3% |
| 3Y | +121.1% | -30.5% | +151.6% | +127.7% |
| 5Y | +37.5% | -75.7% | +113.2% | +101.0% |
| All | +481.0% | +157.4% | +323.6% | +278.9% |
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 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