+7.6%
MOS vs UDR
+50.7%
-43.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +21.6% | +3.0% | +18.6% | +20.1% |
| 30D | +12.0% | +10.3% | +1.7% | +6.8% |
| 3M | -3.9% | -2.9% | -1.0% | -2.5% |
| 6M | -3.3% | +0.3% | -3.6% | -3.9% |
| YTD | -4.6% | +3.8% | -8.4% | -7.0% |
| 1Y | -7.0% | +12.7% | -19.7% | -12.9% |
| 3Y | -24.4% | +27.6% | -52.0% | -34.9% |
| 5Y | -32.1% | -18.6% | -13.5% | -27.7% |
| All | +7.6% | +50.7% | -43.0% | -2.0% |
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 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