+38.2%
REGN vs MSTU
-93.8%
+132.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -1.6% |
| 7D | -5.6% | -16.6% | +11.0% | -5.1% |
| 30D | -2.0% | +69.7% | -71.7% | -4.0% |
| 3M | +28.0% | -7.5% | +35.4% | +26.9% |
| 6M | +1.2% | -43.1% | +44.3% | +1.6% |
| YTD | +1.6% | -63.0% | +64.7% | +1.2% |
| 1Y | +38.2% | -93.8% | +132.0% | +46.2% |
| All | +38.2% | -93.8% | +132.1% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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