-85.6%
MSTU vs EPAM
-41.4%
-44.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -1.0% |
| 7D | +21.3% | +2.0% | +19.4% | +20.2% |
| 30D | +90.8% | +6.5% | +84.3% | +80.5% |
| 3M | -6.8% | +19.9% | -26.7% | -23.0% |
| 6M | -39.8% | -16.9% | -22.9% | -29.2% |
| YTD | -55.7% | -42.9% | -12.8% | -19.8% |
| 1Y | -92.7% | -30.4% | -62.3% | -89.7% |
| All | -85.6% | -41.4% | -44.2% | -79.1% |
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