+52.1%
REGN vs MTSI
+231.3%
-179.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | +5.3% | +29.1% | -23.8% | +3.2% |
| 30D | +26.3% | -20.4% | +46.7% | +28.0% |
| 3M | +19.3% | -20.9% | +40.3% | +20.6% |
| 6M | +31.8% | -32.3% | +64.1% | +34.3% |
| YTD | +23.7% | +43.5% | -19.8% | +13.7% |
| 1Y | +40.2% | +43.8% | -3.6% | +28.6% |
| 3Y | +20.2% | +218.8% | -198.6% | -7.0% |
| 5Y | +52.1% | +228.3% | -176.2% | +15.6% |
| All | +52.1% | +231.3% | -179.1% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling