-27.5%
MOS vs UDR
+27.7%
-55.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +5.5% | -1.8% | +7.2% | +6.2% |
| 30D | +21.0% | +7.9% | +13.0% | +17.5% |
| 3M | -0.5% | -0.8% | +0.3% | -0.2% |
| 6M | +6.6% | 0.0% | +6.6% | +6.2% |
| YTD | -2.8% | +3.7% | -6.5% | -4.8% |
| 1Y | -8.1% | +8.5% | -16.6% | -11.6% |
| All | -27.5% | +27.7% | -55.2% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling