+729.5%
REGN vs MTSI
+1,186.7%
-457.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | +5.3% | +29.1% | -23.8% | +1.7% |
| 30D | +26.3% | -20.4% | +46.7% | +29.0% |
| 3M | +19.3% | -20.9% | +40.3% | +21.1% |
| 6M | +31.8% | -32.3% | +64.1% | +35.3% |
| YTD | +23.7% | +43.5% | -19.8% | +12.5% |
| 1Y | +40.2% | +43.8% | -3.6% | +27.2% |
| 3Y | +20.2% | +218.8% | -198.6% | -6.7% |
| 5Y | +52.1% | +228.3% | -176.2% | +15.0% |
| 10Y | +128.7% | +502.6% | -373.9% | +36.3% |
| All | +729.5% | +1,186.7% | -457.2% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling