+451.3%
MTSI vs EPAM
+170.1%
+281.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.9% | +14.7% | +11.9% |
| 7D | -10.0% | +13.4% | -23.4% | -14.9% |
| 30D | -37.2% | +47.1% | -84.3% | -45.5% |
| 3M | -30.1% | +71.2% | -101.2% | -42.9% |
| 6M | -31.9% | +48.9% | -80.8% | -44.5% |
| YTD | +23.2% | -22.2% | +45.4% | +24.5% |
| 1Y | +26.4% | -5.2% | +31.6% | +18.1% |
| 3Y | +186.2% | -34.9% | +221.1% | +192.7% |
| 5Y | +187.0% | -77.4% | +264.5% | +323.5% |
| All | +451.3% | +170.1% | +281.2% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling