+2.8%
MOS vs UDR
+54.2%
-51.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +19.7% | +2.2% | +17.4% | +18.6% |
| 30D | +21.5% | +8.0% | +13.5% | +17.1% |
| 3M | -0.4% | -3.3% | +2.8% | +1.2% |
| 6M | +4.5% | +1.0% | +3.5% | +3.6% |
| YTD | -2.9% | +4.2% | -7.1% | -5.4% |
| 1Y | -7.7% | +10.8% | -18.6% | -12.8% |
| 3Y | -25.6% | +30.1% | -55.8% | -36.6% |
| 5Y | -31.2% | -18.9% | -12.2% | -26.6% |
| 10Y | +2.8% | +53.4% | -50.6% | -5.7% |
| All | +2.8% | +54.2% | -51.3% | -5.7% |
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