-1.5%
REGN vs MTSI
+241.4%
-242.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -1.6% | +4.9% | -6.5% | -1.9% |
| 30D | +3.4% | -11.6% | +15.0% | +4.1% |
| 3M | +32.7% | -24.1% | +56.8% | +34.3% |
| 6M | +6.9% | +32.4% | -25.5% | +2.8% |
| YTD | +5.4% | +60.4% | -55.1% | -0.3% |
| 1Y | +45.8% | +111.0% | -65.1% | +33.4% |
| 3Y | -1.5% | +246.1% | -247.7% | -17.0% |
| All | -1.5% | +241.4% | -242.9% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling