+2,175.0%
MKSI vs UDR
+1,366.8%
+808.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +4.9% | -3.4% | +8.3% | +6.6% |
| 30D | -11.0% | -5.4% | -5.5% | -8.7% |
| 3M | -17.1% | -10.0% | -7.1% | -13.7% |
| 6M | +16.4% | -2.5% | +19.0% | +16.3% |
| YTD | +64.3% | -1.1% | +65.4% | +62.4% |
| 1Y | +137.7% | -3.9% | +141.6% | +137.4% |
| 3Y | +189.1% | +3.4% | +185.7% | +179.0% |
| 5Y | +83.1% | -18.9% | +102.0% | +98.5% |
| 10Y | +509.4% | +46.8% | +462.5% | +385.7% |
| All | +2,175.0% | +1,366.8% | +808.2% | +425.0% |
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 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