+36.7%
REGN vs MSFU
+70.7%
-34.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -5.2% | -2.3% | -2.9% | -5.0% |
| 30D | +0.1% | -6.3% | +6.3% | +0.6% |
| 3M | +31.2% | +40.0% | -8.7% | +25.7% |
| 6M | +3.6% | +30.1% | -26.5% | -0.9% |
| YTD | +5.0% | -10.3% | +15.4% | +4.4% |
| 1Y | +45.9% | -19.0% | +64.9% | +46.5% |
| 3Y | -1.9% | +25.8% | -27.7% | -8.3% |
| All | +36.7% | +70.7% | -34.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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