-99.3%
MSTZ vs EPAM
-17.0%
-82.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | +20.6% | -2.9% | +32.4% |
| 7D | +13.4% | +23.0% | -9.7% | +28.7% |
| 30D | +37.5% | +51.6% | -14.1% | +90.2% |
| 3M | -69.9% | +50.8% | -120.8% | -56.3% |
| 6M | -32.0% | +51.1% | -83.1% | -1.8% |
| YTD | -81.2% | -19.1% | -62.1% | -84.8% |
| 1Y | -56.1% | +3.0% | -59.0% | -52.7% |
| All | -99.3% | -17.0% | -82.4% | -98.9% |
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