+556.2%
MS vs UDR
+56.7%
+499.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -1.7% | -1.8% | 0.0% | -0.8% |
| 30D | +0.9% | +7.9% | -7.0% | -3.1% |
| 3M | -10.8% | -0.8% | -10.1% | -10.7% |
| 6M | +0.9% | 0.0% | +0.9% | -0.1% |
| YTD | +9.8% | +3.7% | +6.1% | +6.1% |
| 1Y | +17.1% | +8.5% | +8.5% | +10.2% |
| 3Y | +175.7% | +26.6% | +149.1% | +135.3% |
| 5Y | +125.9% | -20.2% | +146.0% | +144.4% |
| 10Y | +556.2% | +54.7% | +501.4% | +493.3% |
| All | +556.2% | +56.7% | +499.5% | +493.3% |
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