+2,739.7%
MSCI vs UDR
+277.2%
+2,462.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +1.5% | +2.2% | -0.8% | +0.6% |
| 30D | +14.4% | +8.0% | +6.3% | +11.0% |
| 3M | +15.2% | -3.3% | +18.5% | +16.8% |
| 6M | +11.2% | +1.0% | +10.2% | +10.6% |
| YTD | +13.9% | +4.2% | +9.8% | +11.1% |
| 1Y | +12.5% | +10.8% | +1.7% | +6.9% |
| 3Y | +32.3% | +30.1% | +2.1% | +16.6% |
| 5Y | +4.9% | -18.9% | +23.8% | +11.8% |
| 10Y | +779.7% | +53.4% | +726.3% | +598.3% |
| All | +2,739.7% | +277.2% | +2,462.5% | +1,330.1% |
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