-6.3%
MOS vs UDR
+54.6%
-61.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | +15.3% | +7.8% | +7.5% | +11.3% |
| 3M | +1.5% | -2.8% | +4.3% | +3.0% |
| 6M | -2.0% | -1.4% | -0.5% | -1.6% |
| YTD | -6.5% | +3.4% | -9.9% | -8.6% |
| 1Y | -11.1% | +9.9% | -20.9% | -15.6% |
| 3Y | -30.3% | +28.5% | -58.8% | -40.1% |
| 5Y | -33.5% | -20.5% | -13.0% | -28.4% |
| All | -6.3% | +54.6% | -61.0% | -15.6% |
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