-7.5%
MSCI vs UDR
-19.6%
+12.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | -2.0% | +2.4% | +1.5% |
| 30D | +0.6% | -5.2% | +5.8% | +3.4% |
| 3M | -7.1% | -5.8% | -1.3% | -4.3% |
| 6M | +0.8% | -1.7% | +2.5% | +1.1% |
| YTD | +1.0% | +2.4% | -1.4% | -1.8% |
| 1Y | +4.3% | -2.1% | +6.4% | +4.0% |
| 3Y | +9.9% | +4.2% | +5.7% | +3.3% |
| All | -7.5% | -19.6% | +12.1% | +4.8% |
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