-93.4%
MSTU vs EPAM
-32.1%
-61.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.5% | -7.2% | -7.6% |
| 7D | +16.1% | -0.9% | +17.0% | +17.4% |
| 30D | +68.7% | +18.4% | +50.3% | +54.5% |
| 3M | -11.0% | +19.2% | -30.2% | -21.1% |
| 6M | -33.4% | -21.0% | -12.4% | -18.1% |
| YTD | -59.5% | -43.7% | -15.8% | -27.8% |
| 1Y | -93.4% | -29.9% | -63.5% | -90.9% |
| All | -93.4% | -32.1% | -61.2% | -90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling