+49.0%
REGN vs MOS
-16.2%
+65.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +17.4% | -21.8% | -5.1% |
| 7D | +14.4% | +17.9% | -3.5% | +13.5% |
| 30D | +28.1% | +1.6% | +26.6% | +28.6% |
| 3M | +22.5% | -4.0% | +26.5% | +23.6% |
| 6M | +31.6% | -4.1% | +35.7% | +32.4% |
| YTD | +21.0% | -7.8% | +28.8% | +22.2% |
| 1Y | +49.0% | -15.6% | +64.5% | +48.7% |
| All | +49.0% | -16.2% | +65.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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