-3.8%
REGN vs MAGS
+190.0%
-193.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | -2.0% | +3.2% | -5.2% | -2.7% |
| 3M | +28.0% | +7.7% | +20.3% | +25.6% |
| 6M | +1.2% | +12.5% | -11.3% | -1.8% |
| YTD | +1.6% | +6.0% | -4.3% | -0.1% |
| 1Y | +38.2% | +14.4% | +23.9% | +33.3% |
| 3Y | -5.4% | +127.5% | -132.9% | -20.5% |
| All | -3.8% | +190.0% | -193.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 all: compounded portfolio wealth divided by compounded MAGS 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…
all analysis · Full analysis span regression · 6 months rolling