+3,772.0%
REGN vs MOS
+105.6%
+3,666.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | -1.6% | +7.1% | -8.7% | -2.9% |
| 30D | +3.4% | +15.0% | -11.6% | +0.8% |
| 3M | +32.7% | +24.1% | +8.6% | +27.0% |
| 6M | +6.9% | +2.7% | +4.2% | +5.2% |
| YTD | +5.4% | +12.2% | -6.8% | +1.8% |
| 1Y | +45.8% | -16.3% | +62.1% | +47.8% |
| 3Y | -1.5% | -23.3% | +21.8% | -0.6% |
| 5Y | +22.2% | -4.2% | +26.4% | +13.4% |
| 10Y | +103.6% | +12.6% | +91.0% | +64.9% |
| All | +3,772.0% | +105.6% | +3,666.4% | +1,733.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling