+150.2%
MOS vs UDR
+2,878.3%
-2,728.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | -2.0% | +11.5% | +10.4% |
| 30D | +10.4% | -5.2% | +15.6% | +12.6% |
| 3M | +12.9% | -5.8% | +18.7% | +15.2% |
| 6M | +1.2% | -1.7% | +2.9% | +1.5% |
| YTD | +9.3% | +2.4% | +6.9% | +7.8% |
| 1Y | -18.0% | -2.1% | -15.9% | -17.8% |
| 3Y | -29.0% | +4.2% | -33.2% | -31.3% |
| 5Y | -9.6% | -20.0% | +10.4% | -4.1% |
| 10Y | +6.1% | +44.6% | -38.6% | -11.2% |
| All | +150.2% | +2,878.3% | -2,728.0% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling