+21.1%
REGN vs MAS
+59.7%
-38.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +5.7% | +3.0% | +2.7% | +4.8% |
| 30D | +22.8% | +22.4% | +0.3% | +16.3% |
| 3M | +18.7% | +14.5% | +4.2% | +14.3% |
| 6M | +33.1% | +27.1% | +6.0% | +23.2% |
| YTD | +24.3% | +35.8% | -11.5% | +11.1% |
| 1Y | +38.2% | +39.4% | -1.2% | +22.4% |
| 3Y | +21.1% | +60.3% | -39.2% | +11.6% |
| All | +21.1% | +59.7% | -38.7% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling