-56.1%
MSTZ vs EPAM
+4.5%
-60.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | +20.6% | -2.9% | +25.3% |
| 7D | +13.4% | +23.0% | -9.7% | +21.5% |
| 30D | +37.5% | +51.6% | -14.1% | +68.8% |
| 3M | -69.9% | +50.8% | -120.8% | -61.5% |
| 6M | -32.0% | +51.1% | -83.1% | -14.1% |
| YTD | -81.2% | -19.1% | -62.1% | -84.1% |
| 1Y | -56.1% | +3.0% | -59.0% | -55.1% |
| All | -56.1% | +4.5% | -60.6% | -55.1% |
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 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