+43.8%
MTSI vs EPAM
-9.2%
+53.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.3% |
| 7D | +29.1% | -1.1% | +30.2% | +28.9% |
| 30D | -20.4% | +41.8% | -62.2% | -2.4% |
| 3M | -20.9% | +63.4% | -84.3% | +3.6% |
| 6M | -32.3% | +72.2% | -104.5% | -6.3% |
| YTD | +43.5% | -20.0% | +63.5% | +95.4% |
| 1Y | +43.8% | -9.0% | +52.9% | +71.8% |
| All | +43.8% | -9.2% | +53.1% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling