-92.4%
MSTU vs EPAM
-18.2%
-74.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | -25.8% | +2.4% | -28.2% | -27.3% |
| 30D | -43.9% | +42.3% | -86.2% | -61.2% |
| 3M | +2.9% | +60.7% | -57.8% | -35.3% |
| 6M | -75.5% | +80.5% | -156.0% | -87.2% |
| YTD | -76.7% | -20.4% | -56.4% | -70.5% |
| 1Y | -88.9% | -9.6% | -79.3% | -88.1% |
| All | -92.4% | -18.2% | -74.2% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling