-99.2%
MSTZ vs EPAM
-41.4%
-57.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +0.5% |
| 7D | -29.7% | +2.0% | -31.7% | -27.5% |
| 30D | -65.3% | +6.5% | -71.8% | -61.3% |
| 3M | -57.3% | +19.9% | -77.3% | -46.3% |
| 6M | -61.6% | -16.9% | -44.7% | -67.3% |
| YTD | -78.3% | -42.9% | -35.4% | -86.6% |
| 1Y | -30.2% | -30.4% | +0.1% | -42.8% |
| All | -99.2% | -41.4% | -57.9% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling