-99.3%
MSTZ vs EPAM
-18.4%
-80.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.7% |
| 7D | +31.0% | +18.5% | +12.5% | +45.3% |
| 30D | +34.0% | +44.0% | -10.1% | +77.4% |
| 3M | -67.7% | +63.0% | -130.7% | -50.1% |
| 6M | -14.9% | +67.3% | -82.2% | +37.9% |
| YTD | -79.1% | -20.5% | -58.5% | -83.3% |
| 1Y | -58.9% | -9.6% | -49.3% | -61.8% |
| All | -99.3% | -18.4% | -80.9% | -98.8% |
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 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