+159.0%
MTSI vs EPAM
-77.2%
+236.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +20.6% | -39.0% | -20.9% |
| 7D | -24.6% | +23.0% | -47.6% | -27.3% |
| 30D | -45.7% | +51.6% | -97.3% | -49.5% |
| 3M | -27.7% | +50.8% | -78.6% | -33.6% |
| 6M | -37.3% | +51.1% | -88.4% | -43.3% |
| YTD | +11.1% | -19.1% | +30.3% | +15.8% |
| 1Y | +27.2% | +3.0% | +24.2% | +24.1% |
| 3Y | +153.7% | -31.2% | +184.8% | +164.4% |
| 5Y | +159.0% | -76.5% | +235.5% | +243.2% |
| All | +159.0% | -77.2% | +236.1% | +243.2% |
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