+514.9%
MKSI vs UDR
+47.2%
+467.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +2.7% | -3.5% | +6.2% | +4.7% |
| 30D | -12.8% | -5.3% | -7.5% | -10.3% |
| 3M | -22.5% | -9.5% | -13.0% | -19.1% |
| 6M | +19.4% | -0.7% | +20.0% | +17.6% |
| YTD | +67.7% | -1.2% | +68.9% | +65.0% |
| 1Y | +131.4% | -5.7% | +137.2% | +133.0% |
| 3Y | +197.3% | +3.7% | +193.6% | +182.6% |
| 5Y | +87.0% | -18.9% | +105.9% | +102.3% |
| All | +514.9% | +47.2% | +467.7% | +443.9% |
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 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