+1,392.2%
MAS vs UDR
+2,878.3%
-1,486.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | -2.0% | +1.2% | +0.2% |
| 30D | -5.6% | -5.2% | -0.4% | -3.2% |
| 3M | +4.4% | -5.8% | +10.2% | +7.2% |
| 6M | +7.2% | -1.7% | +8.9% | +7.7% |
| YTD | +16.1% | +2.4% | +13.7% | +14.5% |
| 1Y | +0.1% | -2.1% | +2.2% | +0.7% |
| 3Y | +28.3% | +4.2% | +24.1% | +24.5% |
| 5Y | +30.5% | -20.0% | +50.5% | +41.9% |
| 10Y | +139.1% | +44.6% | +94.5% | +89.6% |
| All | +1,392.2% | +2,878.3% | -1,486.1% | +395.4% |
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 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