+42.7%
MKSI vs UDR
+14.9%
+27.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.6% | -8.6% | -3.4% |
| 7D | -10.7% | +7.2% | -17.9% | -7.8% |
| 30D | -30.5% | +10.5% | -41.0% | -27.5% |
| 3M | -39.2% | -2.3% | -36.9% | -39.0% |
| 6M | -33.0% | +4.0% | -37.0% | -33.3% |
| YTD | +22.3% | +5.6% | +16.7% | +24.1% |
| 1Y | +42.7% | +13.0% | +29.6% | +50.0% |
| All | +42.7% | +14.9% | +27.8% | +50.0% |
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 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