-34.0%
MOS vs UDR
-21.2%
-12.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.0% |
| 7D | -2.6% | -2.4% | -0.2% | -1.4% |
| 30D | +13.5% | +6.7% | +6.8% | +10.2% |
| 3M | -2.9% | -1.8% | -1.1% | -2.0% |
| 6M | -1.0% | -1.8% | +0.8% | -0.5% |
| YTD | -7.2% | +2.5% | -9.7% | -8.9% |
| 1Y | -11.4% | +7.9% | -19.3% | -15.1% |
| 3Y | -29.0% | +25.1% | -54.1% | -39.0% |
| 5Y | -34.0% | -21.2% | -12.8% | -29.0% |
| All | -34.0% | -21.2% | -12.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling