+97.5%
REGN vs MSI
+605.3%
-507.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -2.0% | -0.8% | -1.2% | -1.8% |
| 3M | +28.0% | +13.9% | +14.0% | +23.0% |
| 6M | +1.2% | +1.3% | -0.2% | +0.2% |
| YTD | +1.6% | +22.3% | -20.7% | -5.1% |
| 1Y | +38.2% | -3.9% | +42.1% | +38.7% |
| 3Y | -5.4% | +69.9% | -75.2% | -21.9% |
| 5Y | +21.3% | +103.8% | -82.5% | -7.0% |
| All | +97.5% | +605.3% | -507.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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