Ask HN: A recent graduate, how do I get over regret of not doing internships?

Don't worry about it. As notahacker said most people didn't get those internships either. And really what you're saying is that those internships helped people get their first real gig. You have a gig, so you can make use of it too.

Three things you can do: 1 - Ask your advisor or other profs from your department for referrals. These should be better even than a big company internship 2 - Keep pugging your CV out, and when get the rejection, ask why. Most people won't tell you (either can't be bothered or, in the US, fear of legal reprisal) but some will and you can use that to improve process 3 - Build a portfolio (yes, same as a new grad or even an undergrad). For many people a PhD is a negative because many PhDs have excellent theoretical knowledge but no actual implementation skills (what's needed for a thesis can be harder but also a lot simpler / easier than what's needed to write something used by actual users). So turn that around: "I did my dissertation on compilers/OS/network routing/XXX and look, here's a project that some people are using and that is real and solid"

It's up to you to put in the effort to make yourself a compelling hire.

I have a MS from a top math program, and I languished for 2.5 years unemployed. I was fortunate enough to land a first job in frontend web development & invested countless hours learning & experimenting on and off the job. I do quite well now financially, and am satisfied with where I am at.

Since you're employed, your career is up to you. Some people luck into high powered salary tracks off the bat - for the rest of us, hard & smart work is necessary to compensate.