+103.6%
REGN vs MAS
+135.2%
-31.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.4% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +3.4% | -8.1% | +11.5% | +5.7% |
| 3M | +32.7% | +3.3% | +29.4% | +30.5% |
| 6M | +6.9% | +12.4% | -5.5% | +2.4% |
| YTD | +5.4% | +13.3% | -7.9% | +0.1% |
| 1Y | +45.8% | -4.7% | +50.5% | +45.3% |
| 3Y | -1.5% | +33.0% | -34.5% | -11.8% |
| 5Y | +22.2% | +33.9% | -11.6% | +6.9% |
| 10Y | +103.6% | +135.4% | -31.8% | +47.3% |
| All | +103.6% | +135.2% | -31.7% | +47.3% |
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