+121.9%
REGN vs MAS
+230.1%
-108.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.5% |
| 7D | -4.3% | +3.3% | -7.6% | -5.2% |
| 30D | +23.2% | +25.5% | -2.2% | +15.7% |
| 3M | +17.4% | +11.8% | +5.7% | +13.6% |
| 6M | +29.0% | +21.3% | +7.7% | +21.2% |
| YTD | +19.6% | +37.7% | -18.1% | +7.5% |
| 1Y | +40.6% | +41.0% | -0.4% | +25.5% |
| 3Y | +16.0% | +63.0% | -47.0% | -1.7% |
| 5Y | +50.7% | +44.1% | +6.6% | +29.5% |
| 10Y | +121.9% | +224.3% | -102.3% | +52.1% |
| All | +121.9% | +230.1% | -108.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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