-30.2%
MSTZ vs EPAM
-32.1%
+1.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +1.0% |
| 7D | -29.7% | +2.0% | -31.7% | -28.0% |
| 30D | -65.3% | +6.5% | -71.8% | -62.1% |
| 3M | -57.3% | +19.9% | -77.3% | -48.9% |
| 6M | -61.6% | -16.9% | -44.7% | -66.6% |
| YTD | -78.3% | -42.9% | -35.4% | -85.7% |
| 1Y | -30.2% | -30.4% | +0.1% | -39.3% |
| All | -30.2% | -32.1% | +1.9% | -39.3% |
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 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