+45.8%
REGN vs MAS
-4.8%
+50.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.7% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | +3.4% | -8.1% | +11.5% | +4.8% |
| 3M | +32.7% | +3.3% | +29.4% | +30.7% |
| 6M | +6.9% | +12.4% | -5.5% | +3.5% |
| YTD | +5.4% | +13.3% | -7.9% | -1.0% |
| 1Y | +45.8% | -4.7% | +50.5% | +46.4% |
| All | +45.8% | -4.8% | +50.6% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling