+44.7%
MS vs UDR
-4.3%
+48.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | +1.7% | -3.3% | +4.9% | +1.8% |
| 30D | 0.0% | -5.6% | +5.6% | +0.2% |
| 3M | +3.0% | -9.4% | +12.4% | +3.4% |
| 6M | +35.7% | -3.0% | +38.6% | +34.3% |
| YTD | +23.3% | -0.4% | +23.7% | +22.8% |
| 1Y | +44.7% | -5.1% | +49.8% | +46.0% |
| All | +44.7% | -4.3% | +48.9% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling