+100.4%
REGN vs MOS
+13.3%
+87.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | -6.0% | +0.5% | -6.4% | -6.0% |
| 30D | -0.4% | +10.9% | -11.2% | -1.4% |
| 3M | +32.0% | +29.2% | +2.8% | +28.4% |
| 6M | +3.0% | -2.3% | +5.3% | +2.6% |
| YTD | +3.2% | +8.3% | -5.1% | +1.6% |
| 1Y | +43.4% | -21.2% | +64.6% | +45.5% |
| 3Y | -3.6% | -25.9% | +22.3% | -2.9% |
| 5Y | +23.1% | -9.4% | +32.5% | +19.8% |
| All | +100.4% | +13.3% | +87.1% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling