+100.4%
REGN vs MTSI
+555.4%
-454.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.2% |
| 7D | -6.0% | +4.8% | -10.8% | -6.5% |
| 30D | -0.4% | -9.2% | +8.8% | +0.5% |
| 3M | +32.0% | -23.1% | +55.1% | +34.9% |
| 6M | +3.0% | +23.5% | -20.5% | -1.7% |
| YTD | +3.2% | +59.1% | -55.9% | -5.2% |
| 1Y | +43.4% | +106.9% | -63.4% | +26.4% |
| 3Y | -3.6% | +243.2% | -246.8% | -22.9% |
| 5Y | +23.1% | +324.5% | -301.4% | -6.2% |
| All | +100.4% | +555.4% | -454.9% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MTSI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling