+14.9%
MAGS vs UDR
-1.4%
+16.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.5% | -2.0% | +2.5% | +0.6% |
| 30D | +1.5% | -5.2% | +6.7% | +1.6% |
| 3M | +0.5% | -5.8% | +6.2% | +0.5% |
| 6M | +11.6% | -1.7% | +13.3% | +10.5% |
| YTD | +5.3% | +2.4% | +2.9% | +5.3% |
| 1Y | +14.9% | -2.1% | +17.0% | +15.5% |
| All | +14.9% | -1.4% | +16.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling