+569.6%
MA vs UDR
+56.7%
+512.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.8% | -1.8% | 0.0% | -0.9% |
| 30D | +11.0% | +7.9% | +3.1% | +7.0% |
| 3M | +17.9% | -0.8% | +18.6% | +18.3% |
| 6M | +33.2% | 0.0% | +33.2% | +32.8% |
| YTD | +16.5% | +3.7% | +12.7% | +13.5% |
| 1Y | +19.1% | +8.5% | +10.6% | +13.3% |
| 3Y | +70.6% | +26.6% | +44.0% | +47.0% |
| 5Y | +92.1% | -20.2% | +112.3% | +108.6% |
| 10Y | +569.6% | +54.7% | +514.8% | +468.4% |
| All | +569.6% | +56.7% | +512.9% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling