+1,055.9%
MSTR vs EPAM
+751.2%
+304.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | +12.2% | +2.0% | +10.2% | +11.6% |
| 30D | +45.2% | +6.5% | +38.6% | +41.7% |
| 3M | +10.4% | +19.9% | -9.5% | +2.2% |
| 6M | -2.5% | -16.9% | +14.4% | +2.0% |
| YTD | -6.0% | -42.9% | +36.9% | +11.7% |
| 1Y | -56.4% | -30.4% | -26.0% | -51.9% |
| 3Y | +306.3% | -54.7% | +361.0% | +397.5% |
| 5Y | +100.5% | -81.8% | +182.3% | +209.7% |
| 10Y | +741.1% | +65.5% | +675.6% | +635.4% |
| All | +1,055.9% | +751.2% | +304.7% | +652.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling