+224.3%
MAS vs UDR
+54.2%
+170.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.3% |
| 7D | +3.3% | +2.2% | +1.1% | +2.2% |
| 30D | +25.5% | +8.0% | +17.4% | +20.8% |
| 3M | +11.8% | -3.3% | +15.0% | +13.7% |
| 6M | +21.3% | +1.0% | +20.3% | +20.6% |
| YTD | +37.7% | +4.2% | +33.6% | +34.6% |
| 1Y | +41.0% | +10.8% | +30.2% | +33.6% |
| 3Y | +63.0% | +30.1% | +32.8% | +42.1% |
| 5Y | +44.1% | -18.9% | +63.0% | +55.0% |
| 10Y | +224.3% | +53.4% | +170.9% | +168.3% |
| All | +224.3% | +54.2% | +170.1% | +168.3% |
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