+5,256.1%
MS vs UDR
+1,629.6%
+3,626.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.2% |
| 7D | -1.6% | +3.0% | -4.5% | -3.3% |
| 30D | -3.8% | +10.3% | -14.0% | -9.7% |
| 3M | -14.6% | -2.9% | -11.7% | -13.3% |
| 6M | -5.1% | +0.3% | -5.4% | -6.4% |
| YTD | +4.5% | +3.8% | +0.7% | +0.3% |
| 1Y | +13.5% | +12.7% | +0.8% | +3.1% |
| 3Y | +160.4% | +27.6% | +132.8% | +114.6% |
| 5Y | +112.9% | -18.6% | +131.5% | +128.7% |
| 10Y | +633.4% | +52.4% | +581.0% | +389.0% |
| All | +5,256.1% | +1,629.6% | +3,626.5% | +1,026.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling