+1,682.0%
MAS vs UDR
+2,972.6%
-1,290.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.1% | +4.0% |
| 7D | +14.2% | +7.2% | +6.9% | +10.7% |
| 30D | +26.8% | +10.5% | +16.4% | +21.3% |
| 3M | +13.1% | -2.3% | +15.4% | +14.5% |
| 6M | +27.9% | +4.0% | +23.9% | +25.6% |
| YTD | +38.7% | +5.6% | +33.0% | +34.9% |
| 1Y | +40.4% | +13.0% | +27.3% | +32.4% |
| 3Y | +66.1% | +26.9% | +39.2% | +47.8% |
| 5Y | +47.4% | -16.2% | +63.6% | +57.3% |
| 10Y | +238.3% | +55.1% | +183.3% | +160.3% |
| All | +1,682.0% | +2,972.6% | -1,290.5% | +483.9% |
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