+15.9%
MS vs UDR
+11.4%
+4.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.1% |
| 7D | +0.7% | +2.2% | -1.5% | +0.6% |
| 30D | -0.9% | +8.0% | -9.0% | -1.3% |
| 3M | -13.0% | -3.3% | -9.7% | -13.1% |
| 6M | -2.0% | +1.0% | -3.0% | -3.3% |
| YTD | +7.8% | +4.2% | +3.6% | +8.0% |
| All | +15.9% | +11.4% | +4.5% | +16.2% |
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 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