+2,715.8%
MSCI vs UDR
+275.9%
+2,440.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | +2.8% | +3.0% | -0.2% | +1.7% |
| 30D | +15.4% | +10.3% | +5.2% | +11.0% |
| 3M | +13.4% | -2.9% | +16.3% | +14.8% |
| 6M | +10.9% | +0.3% | +10.6% | +10.6% |
| YTD | +13.0% | +3.8% | +9.2% | +10.3% |
| 1Y | +12.0% | +12.7% | -0.7% | +5.7% |
| 3Y | +34.1% | +27.6% | +6.5% | +19.1% |
| 5Y | +3.9% | -18.6% | +22.5% | +10.6% |
| 10Y | +802.0% | +52.4% | +749.6% | +617.7% |
| All | +2,715.8% | +275.9% | +2,440.0% | +1,320.1% |
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