+34.9%
MAS vs UDR
+11.2%
+23.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.2% |
| 7D | +2.0% | +3.0% | -1.0% | +0.3% |
| 30D | +19.4% | +10.3% | +9.1% | +13.0% |
| 3M | +9.4% | -2.9% | +12.3% | +10.9% |
| 6M | +15.3% | +0.3% | +15.0% | +14.3% |
| YTD | +31.3% | +3.8% | +27.5% | +26.6% |
| 1Y | +34.9% | +12.7% | +22.1% | +22.4% |
| All | +34.9% | +11.2% | +23.7% | +22.4% |
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