+49.0%
REGN vs MSTZ
-63.1%
+112.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.2% | -4.5% |
| 7D | +14.4% | +0.7% | +13.7% | +14.5% |
| 30D | +28.1% | +16.6% | +11.5% | +28.8% |
| 3M | +22.5% | -74.7% | +97.2% | +19.1% |
| 6M | +31.6% | -43.9% | +75.5% | +32.8% |
| YTD | +21.0% | -84.0% | +105.1% | +18.2% |
| 1Y | +49.0% | -65.1% | +114.1% | +43.9% |
| All | +49.0% | -63.1% | +112.0% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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