+4,221.3%
REGN vs MAS
+1,666.1%
+2,555.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -2.5% | +2.0% | -4.5% | -3.4% |
| 30D | +21.9% | +19.4% | +2.5% | +14.3% |
| 3M | +17.3% | +9.4% | +7.8% | +13.1% |
| 6M | +25.8% | +15.3% | +10.4% | +18.0% |
| YTD | +17.6% | +31.3% | -13.7% | +4.3% |
| 1Y | +40.5% | +34.9% | +5.7% | +23.5% |
| 3Y | +9.7% | +58.6% | -48.9% | -10.7% |
| 5Y | +49.3% | +40.7% | +8.6% | +22.8% |
| 10Y | +167.4% | +220.4% | -53.0% | +54.2% |
| All | +4,221.3% | +1,666.1% | +2,555.2% | +912.7% |
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