+3,855.2%
REGN vs MAS
+1,461.6%
+2,393.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.5% |
| 7D | +4.2% | -0.8% | +5.0% | +4.4% |
| 30D | +7.8% | -5.6% | +13.4% | +9.8% |
| 3M | +31.8% | +4.4% | +27.4% | +28.6% |
| 6M | +5.4% | +7.2% | -1.8% | +1.4% |
| YTD | +7.7% | +16.1% | -8.5% | 0.0% |
| 1Y | +46.7% | +0.1% | +46.6% | +43.4% |
| 3Y | +0.5% | +28.3% | -27.8% | -11.8% |
| 5Y | +22.9% | +30.5% | -7.5% | +4.0% |
| 10Y | +115.0% | +139.1% | -24.1% | +37.6% |
| All | +3,855.2% | +1,461.6% | +2,393.6% | +870.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling