-65.1%
MSTZ vs EPAM
-15.2%
-49.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.9% |
| 7D | +0.7% | +0.8% | -0.1% | +0.8% |
| 30D | +16.6% | +24.9% | -8.3% | +34.1% |
| 3M | -74.7% | +22.6% | -97.3% | -69.8% |
| 6M | -43.9% | +24.2% | -68.1% | -33.9% |
| YTD | -84.0% | -33.0% | -51.1% | -87.4% |
| 1Y | -65.1% | -13.3% | -51.8% | -65.8% |
| All | -65.1% | -15.2% | -49.9% | -65.8% |
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