+96.0%
MA vs UDR
-18.6%
+114.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.3% | +2.2% | -2.6% | -1.3% |
| 30D | +11.3% | +8.0% | +3.3% | +7.7% |
| 3M | +16.7% | -3.3% | +19.9% | +18.3% |
| 6M | +32.8% | +1.0% | +31.7% | +31.9% |
| YTD | +15.6% | +4.2% | +11.5% | +12.8% |
| 1Y | +19.6% | +10.8% | +8.7% | +13.4% |
| 3Y | +72.1% | +30.1% | +41.9% | +48.4% |
| 5Y | +96.0% | -18.9% | +115.0% | +116.5% |
| All | +96.0% | -18.6% | +114.6% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling