+104.1%
REGN vs MTSI
+588.3%
-484.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.8% |
| 7D | -5.2% | +11.1% | -16.3% | -6.4% |
| 30D | +0.1% | -3.7% | +3.7% | +0.2% |
| 3M | +31.2% | -20.2% | +51.5% | +33.6% |
| 6M | +3.6% | +30.8% | -27.2% | -1.8% |
| YTD | +5.0% | +67.0% | -62.0% | -4.0% |
| 1Y | +45.9% | +120.4% | -74.6% | +27.6% |
| 3Y | -1.9% | +260.4% | -262.3% | -21.9% |
| 5Y | +26.2% | +356.3% | -330.1% | -4.7% |
| All | +104.1% | +588.3% | -484.2% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling