Hello everyone,

I'm new to the topic Stata, and have a rather simple question, although I could not quite find the right answer in previous posts.

I have to run a time-series regression for my dataset to evaluate fund performance to compare Jensens Alphas of my portfolios (with 1 factor - CAPM, or 3 factors - Fama French).
My dataset consists of several portfolios, I have monthly returns for each portfolio, and the returns of the factors in the period 07/2003 to 12/2009.

This is an example of my dataset. I just copied the first 17 returns of my first portfolio (Portfolio1) and the market factor (MktRF).
Code:
* Example generated by -dataex-. To install: ssc install dataex
 * dataex Portfolio1 MktRF date
clear
input double(Portfolio1 MktRF) float date
  2.991708664849368                2.35 522
 4.0425122517792085                2.34 523
-1.3992360748587176               -1.24 524
  6.533121616215525                6.08 525
  1.933250246006822                1.35 526
 3.7992719659766725                4.29 527
 2.0829299988670735                2.15 528
 1.6863102088087467                 1.4 529
-.13288865907503128               -1.32 530
-3.5667886766823087               -1.83 531
  1.375006740249057                1.17 532
 2.2870527261727327                1.86 533
 -3.939782182699152               -4.06 534
-.19048266712117615                 .08 535
 3.4802018436805704                 1.6 536
 2.4008613522892945                1.43 537
  6.010366755240809                4.54 538
end
format %tmNN/CCYY date
I already declared my dataset to be a time-series dataset.
Code:
tsset date, monthly
What is the code in Stata when I want to regress the independent variable Portfolio1 to the dependent variable MktRF in a time-series?

Thank you very much for your help!
Best,
Sandra