+578.8%
MS vs UDR
+54.2%
+524.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +2.9% |
| 7D | +0.7% | +2.2% | -1.5% | -0.4% |
| 30D | -0.9% | +8.0% | -9.0% | -4.9% |
| 3M | -13.0% | -3.3% | -9.7% | -11.7% |
| 6M | -2.0% | +1.0% | -3.0% | -3.4% |
| YTD | +7.8% | +4.2% | +3.6% | +3.9% |
| 1Y | +17.9% | +10.8% | +7.0% | +9.7% |
| 3Y | +174.8% | +30.1% | +144.6% | +131.1% |
| 5Y | +119.9% | -18.9% | +138.8% | +135.8% |
| 10Y | +578.8% | +53.4% | +525.4% | +519.2% |
| All | +578.8% | +54.2% | +524.7% | +519.2% |
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