+145.1%
MS vs UDR
-19.6%
+164.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -2.0% | +3.4% | +2.3% |
| 30D | -0.3% | -5.2% | +4.9% | +2.2% |
| 3M | +0.3% | -5.8% | +6.1% | +2.5% |
| 6M | +31.3% | -1.7% | +33.0% | +31.1% |
| YTD | +24.7% | +2.4% | +22.3% | +21.6% |
| 1Y | +47.9% | -2.1% | +50.0% | +47.4% |
| 3Y | +178.3% | +4.2% | +174.1% | +165.1% |
| All | +145.1% | -19.6% | +164.7% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling