+188.2%
MAGS vs UDR
+4.0%
+184.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -5.8% | +7.8% | -13.5% | -7.4% |
| 3M | +0.2% | -2.8% | +3.0% | +0.8% |
| 6M | -2.7% | -1.4% | -1.2% | -2.7% |
| YTD | +4.1% | +3.4% | +0.7% | +2.6% |
| 1Y | +7.5% | +9.9% | -2.4% | +4.2% |
| 3Y | +122.0% | +28.5% | +93.5% | +114.0% |
| All | +188.2% | +4.0% | +184.3% | +178.2% |
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