+190.0%
MAGS vs UDR
+2.2%
+187.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | -0.1% | -5.6% | +5.5% | +1.2% |
| 3M | +3.8% | -5.8% | +9.6% | +5.0% |
| 6M | +13.2% | -1.1% | +14.4% | +13.0% |
| YTD | +4.7% | +1.6% | +3.1% | +3.7% |
| 1Y | +14.4% | -2.7% | +17.1% | +14.5% |
| 3Y | +128.6% | +6.3% | +122.3% | +123.9% |
| All | +190.0% | +2.2% | +187.8% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling