+35.8%
MSCI vs UDR
+27.3%
+8.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.0% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | +17.8% | +7.8% | +10.0% | +15.0% |
| 3M | +15.2% | -2.8% | +18.0% | +16.2% |
| 6M | +16.5% | -1.4% | +17.9% | +16.9% |
| YTD | +16.4% | +3.4% | +13.0% | +13.9% |
| 1Y | +16.8% | +9.9% | +6.9% | +11.4% |
| 3Y | +35.8% | +28.5% | +7.3% | +24.4% |
| All | +35.8% | +27.3% | +8.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling