-99.3%
MSTZ vs EPAM
-20.2%
-79.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | -2.0% |
| 7D | -1.2% | +13.4% | -14.6% | +5.7% |
| 30D | +22.2% | +47.1% | -24.9% | +65.6% |
| 3M | -70.4% | +71.2% | -141.6% | -52.1% |
| 6M | -31.0% | +48.9% | -79.9% | -0.5% |
| YTD | -81.0% | -22.2% | -58.8% | -85.1% |
| 1Y | -61.2% | -5.2% | -56.0% | -61.2% |
| All | -99.3% | -20.2% | -79.2% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling