-88.6%
MSTU vs EPAM
-4.9%
-83.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | 0.0% |
| 7D | -4.3% | +13.4% | -17.6% | -11.3% |
| 30D | -34.6% | +47.1% | -81.6% | -48.8% |
| 3M | +39.0% | +71.2% | -32.1% | +2.2% |
| 6M | -70.5% | +48.9% | -119.4% | -76.9% |
| YTD | -68.6% | -22.2% | -46.4% | -55.0% |
| 1Y | -88.6% | -5.2% | -83.5% | -88.8% |
| All | -88.6% | -4.9% | -83.7% | -88.8% |
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